+74.7%
CART vs JAAA
+19.6%
+55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +0.9% |
| 30D | +19.2% | +0.4% | +18.7% | +17.4% |
| 3M | +17.6% | +1.2% | +16.3% | +12.6% |
| 6M | +47.4% | +2.3% | +45.1% | +35.8% |
| YTD | +30.9% | +4.0% | +26.9% | +13.9% |
| 1Y | +46.0% | +4.8% | +41.1% | +23.7% |
| 3Y | +130.3% | +18.4% | +111.9% | +58.5% |
| All | +74.7% | +19.6% | +55.1% | +1.8% |
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