+473.2%
CAH vs JAAA
+29.3%
+443.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +1.2% | +0.5% | +0.7% | +0.6% |
| 3M | +13.1% | +1.2% | +11.8% | +11.4% |
| 6M | +8.5% | +2.7% | +5.7% | +4.9% |
| YTD | +17.6% | +3.2% | +14.4% | +12.9% |
| 1Y | +60.7% | +4.8% | +55.9% | +51.0% |
| 3Y | +183.2% | +19.0% | +164.2% | +134.6% |
| 5Y | +402.2% | +26.8% | +375.4% | +286.7% |
| All | +473.2% | +29.3% | +443.9% | +293.9% |
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