+258.6%
CASY vs JAAA
+27.1%
+231.5%
-36.1%
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% | +0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +8.2% | +0.4% | +7.8% | +7.8% |
| 3M | -18.2% | +1.2% | -19.3% | -19.1% |
| 6M | -18.6% | +2.3% | -20.9% | -20.3% |
| YTD | +26.8% | +3.9% | +22.9% | +22.3% |
| 1Y | +31.6% | +4.8% | +26.8% | +26.1% |
| 3Y | +156.5% | +18.5% | +138.1% | +137.6% |
| 5Y | +258.6% | +27.5% | +231.1% | +235.0% |
| All | +258.6% | +27.1% | +231.5% | +235.0% |
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