+10.7%
CARR vs JAAA
+26.5%
-15.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.3% |
| 7D | -3.8% | +0.1% | -3.8% | -3.9% |
| 30D | -8.9% | +0.5% | -9.4% | -9.8% |
| 3M | -17.3% | +1.3% | -18.6% | -19.1% |
| 6M | -1.4% | +2.8% | -4.2% | -6.0% |
| YTD | +10.0% | +3.3% | +6.7% | +4.1% |
| 1Y | -6.4% | +4.9% | -11.3% | -13.7% |
| 3Y | +1.5% | +19.0% | -17.4% | -14.7% |
| All | +10.7% | +26.5% | -15.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling