+320.2%
CVE vs JAAA
+25.6%
+294.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.5% | +0.2% | +2.3% | +2.2% |
| 30D | +16.7% | +0.5% | +16.2% | +15.8% |
| 3M | +9.3% | +1.3% | +8.0% | +7.2% |
| 6M | +43.6% | +2.7% | +40.9% | +38.1% |
| YTD | +93.6% | +3.2% | +90.4% | +84.7% |
| 1Y | +98.8% | +4.9% | +93.8% | +85.0% |
| 3Y | +73.6% | +19.0% | +54.6% | +57.0% |
| All | +320.2% | +25.6% | +294.6% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling