-46.2%
CAG vs JAAA
+29.3%
-75.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | +2.3% | +0.5% | +1.9% | +2.1% |
| 3M | +16.3% | +1.2% | +15.1% | +15.7% |
| 6M | -16.0% | +2.7% | -18.8% | -17.0% |
| YTD | -7.7% | +3.2% | -10.9% | -9.0% |
| 1Y | -16.0% | +4.8% | -20.8% | -18.0% |
| 3Y | -37.7% | +19.0% | -56.7% | -44.0% |
| 5Y | -41.2% | +26.8% | -68.0% | -50.2% |
| All | -46.2% | +29.3% | -75.5% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling