-31.0%
CAI vs JAAA
+4.9%
-35.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.6% |
| 7D | -2.2% | +0.2% | -2.4% | -3.5% |
| 30D | +52.4% | +0.5% | +51.9% | +46.4% |
| 3M | +45.1% | +1.3% | +43.8% | +33.1% |
| 6M | +26.2% | +2.7% | +23.6% | +6.6% |
| YTD | -7.1% | +3.2% | -10.3% | -21.5% |
| 1Y | -31.0% | +4.9% | -36.0% | -39.2% |
| All | -31.0% | +4.9% | -35.9% | -39.2% |
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