+57.7%
CVE vs JAAA
+18.6%
+39.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.8% |
| 7D | -16.1% | +0.2% | -16.3% | -16.8% |
| 30D | -10.4% | +0.4% | -10.8% | -12.2% |
| 3M | -2.4% | +1.2% | -3.6% | -7.9% |
| 6M | -4.4% | +2.3% | -6.8% | -14.6% |
| YTD | +64.9% | +3.9% | +61.1% | +36.6% |
| 1Y | +66.0% | +4.8% | +61.2% | +31.2% |
| 3Y | +57.7% | +18.5% | +39.1% | -5.5% |
| All | +57.7% | +18.6% | +39.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling