+130.3%
CART vs JAAA
+18.5%
+111.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | +23.1% | +0.4% | +22.7% | +21.4% |
| 3M | +19.2% | +1.2% | +18.0% | +14.4% |
| 6M | +45.7% | +2.3% | +43.3% | +34.5% |
| YTD | +30.9% | +4.0% | +26.9% | +14.8% |
| 1Y | +50.2% | +4.8% | +45.4% | +28.4% |
| All | +130.3% | +18.5% | +111.9% | +94.3% |
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