+441.9%
CAT vs JAAA
+29.3%
+412.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | -2.6% | +0.5% | -3.1% | -3.7% |
| 3M | -10.7% | +1.2% | -11.9% | -13.4% |
| 6M | +16.1% | +2.7% | +13.4% | +8.7% |
| YTD | +43.2% | +3.2% | +40.0% | +32.7% |
| 1Y | +96.8% | +4.8% | +92.0% | +76.0% |
| 3Y | +201.4% | +19.0% | +182.4% | +119.4% |
| 5Y | +332.7% | +26.8% | +305.9% | +181.8% |
| All | +441.9% | +29.3% | +412.6% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling