+290.7%
CASY vs JAAA
+26.4%
+264.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -12.0% | +0.5% | -12.5% | -12.4% |
| 3M | -2.3% | +1.2% | -3.5% | -3.5% |
| 6M | +10.5% | +2.8% | +7.7% | +7.6% |
| YTD | +33.0% | +3.2% | +29.8% | +29.2% |
| 1Y | +41.1% | +4.8% | +36.3% | +35.2% |
| 3Y | +207.5% | +19.0% | +188.5% | +185.8% |
| 5Y | +290.7% | +26.8% | +263.9% | +265.9% |
| All | +290.7% | +26.4% | +264.3% | +265.9% |
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