+11.1%
CPRT vs JAAA
+30.2%
-19.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +21.4% | +0.4% | +20.9% | +21.0% |
| 3M | +10.4% | +1.2% | +9.2% | +9.5% |
| 6M | -4.3% | +2.3% | -6.6% | -5.7% |
| YTD | -18.3% | +4.0% | -22.2% | -20.3% |
| 1Y | -22.5% | +4.8% | -27.3% | -24.9% |
| 3Y | -34.3% | +18.5% | -52.8% | -38.6% |
| 5Y | -17.8% | +27.5% | -45.2% | -24.9% |
| All | +11.1% | +30.2% | -19.2% | -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 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