+92.9%
CARR vs JAAA
+29.4%
+63.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -17.3% | +1.3% | -18.6% | -19.0% |
| 6M | -1.4% | +2.8% | -4.2% | -5.6% |
| YTD | +10.0% | +3.3% | +6.7% | +4.5% |
| 1Y | -6.4% | +4.9% | -11.3% | -13.1% |
| 3Y | +1.5% | +19.0% | -17.4% | -13.7% |
| 5Y | +9.3% | +26.9% | -17.6% | -10.1% |
| All | +92.9% | +29.4% | +63.5% | +57.6% |
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