+203.9%
CAT vs JAAA
+18.9%
+185.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.1% |
| 30D | -2.3% | +0.5% | -2.8% | -4.5% |
| 3M | -10.0% | +1.2% | -11.2% | -15.2% |
| 6M | +21.2% | +2.8% | +18.4% | +5.8% |
| YTD | +44.4% | +3.2% | +41.3% | +24.3% |
| 1Y | +96.3% | +4.8% | +91.4% | +56.9% |
| 3Y | +203.9% | +19.0% | +184.9% | +80.2% |
| All | +203.9% | +18.9% | +185.1% | +80.2% |
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 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