+394.0%
CAH vs JAAA
+26.5%
+367.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.2% | +0.5% | -0.4% | -0.5% |
| 3M | +6.3% | +1.3% | +5.0% | +4.6% |
| 6M | +9.4% | +2.8% | +6.6% | +5.6% |
| YTD | +15.0% | +3.3% | +11.7% | +10.3% |
| 1Y | +55.4% | +4.9% | +50.5% | +45.8% |
| 3Y | +173.8% | +19.0% | +154.9% | +127.1% |
| All | +394.0% | +26.5% | +367.5% | +286.8% |
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