+33.3%
CAPR vs JAAA
+4.9%
+28.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.9% |
| 7D | -12.6% | +0.1% | -12.7% | -14.0% |
| 30D | +124.4% | +0.5% | +124.0% | +108.9% |
| 3M | -66.8% | +1.2% | -68.0% | -73.1% |
| 6M | -71.8% | +2.7% | -74.5% | -82.0% |
| YTD | -70.1% | +3.2% | -73.3% | -82.5% |
| 1Y | +33.3% | +4.8% | +28.5% | -34.9% |
| All | +33.3% | +4.9% | +28.5% | -34.9% |
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 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