+103.0%
CAPR vs JAAA
+29.3%
+73.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | +139.2% | +0.5% | +138.7% | +139.2% |
| 3M | -66.4% | +1.3% | -67.6% | -66.3% |
| 6M | -63.1% | +2.7% | -65.8% | -63.1% |
| YTD | -67.4% | +3.2% | -70.6% | -67.3% |
| 1Y | +58.2% | +4.9% | +53.3% | +60.4% |
| 3Y | +42.2% | +19.0% | +23.2% | +69.6% |
| 5Y | +87.3% | +26.8% | +60.4% | +138.8% |
| All | +103.0% | +29.3% | +73.8% | +136.5% |
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