+207.5%
CASY vs JAAA
+18.9%
+188.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -12.0% | +0.5% | -12.5% | -13.1% |
| 3M | -2.3% | +1.2% | -3.5% | -5.5% |
| 6M | +10.5% | +2.8% | +7.7% | +2.5% |
| YTD | +33.0% | +3.2% | +29.8% | +22.3% |
| 1Y | +41.1% | +4.8% | +36.3% | +24.4% |
| 3Y | +207.5% | +19.0% | +188.5% | +154.3% |
| All | +207.5% | +18.9% | +188.6% | +154.3% |
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 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