+43.4%
CAPR vs JAAA
+18.9%
+24.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.8% |
| 30D | +121.5% | +0.5% | +121.1% | +118.2% |
| 3M | -65.4% | +1.2% | -66.6% | -66.8% |
| 6M | -67.5% | +2.8% | -70.4% | -70.3% |
| YTD | -68.6% | +3.2% | -71.8% | -71.5% |
| 1Y | +42.7% | +4.8% | +37.8% | +25.4% |
| 3Y | +43.4% | +19.0% | +24.4% | -0.9% |
| All | +43.4% | +18.9% | +24.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling