+16.6%
CASY vs JAAA
+4.9%
+11.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.3% | -14.3% |
| 7D | -16.5% | +0.1% | -16.6% | -16.8% |
| 30D | -26.4% | +0.5% | -26.8% | -27.5% |
| 3M | -17.3% | +1.2% | -18.5% | -20.7% |
| 6M | -5.2% | +2.7% | -7.9% | -13.5% |
| YTD | +14.1% | +3.2% | +10.9% | +3.5% |
| 1Y | +16.6% | +4.8% | +11.8% | +6.3% |
| All | +16.6% | +4.9% | +11.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling