+91.6%
CAPR vs JAAA
+30.2%
+61.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -10.0% | -10.0% |
| 7D | +7.6% | +0.1% | +7.6% | +7.6% |
| 30D | +13.3% | +0.4% | +12.9% | +13.3% |
| 3M | +130.4% | +1.2% | +129.2% | +130.5% |
| 6M | -70.8% | +2.3% | -73.1% | -70.8% |
| YTD | -69.3% | +3.9% | -73.2% | -69.1% |
| 1Y | +59.5% | +4.8% | +54.8% | +60.7% |
| 3Y | +216.8% | +18.5% | +198.3% | +270.0% |
| 5Y | +152.7% | +27.5% | +125.2% | +222.3% |
| All | +91.6% | +30.2% | +61.4% | +123.1% |
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