+183.3%
CAT vs JAAA
+27.4%
+155.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -10.3% | +0.2% | -10.5% | -10.7% |
| 30D | -31.2% | +0.4% | -31.6% | -32.0% |
| 3M | -34.7% | +1.2% | -35.9% | -36.7% |
| 6M | -39.5% | +2.3% | -41.8% | -43.0% |
| YTD | -1.7% | +3.9% | -5.5% | -10.7% |
| 1Y | -1.1% | +4.8% | -5.9% | -12.1% |
| 3Y | +143.9% | +18.5% | +125.3% | +75.7% |
| All | +183.3% | +27.4% | +155.8% | +76.3% |
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 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