+6.5%
CAI vs JAAA
+4.8%
+1.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -6.3% | +0.2% | -6.4% | -7.8% |
| 30D | +9.3% | +0.4% | +8.9% | +4.2% |
| 3M | +106.3% | +1.2% | +105.1% | +81.1% |
| 6M | +77.7% | +2.3% | +75.4% | +39.7% |
| YTD | +23.1% | +3.9% | +19.3% | -16.0% |
| 1Y | +6.5% | +4.8% | +1.7% | -30.8% |
| All | +6.5% | +4.8% | +1.8% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling