+303.1%
CASY vs JAAA
+30.2%
+272.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +10.2% | +0.4% | +9.8% | +9.8% |
| 3M | -15.7% | +1.2% | -16.9% | -16.7% |
| 6M | -18.4% | +2.3% | -20.7% | -20.1% |
| YTD | +28.3% | +4.0% | +24.3% | +23.6% |
| 1Y | +32.6% | +4.8% | +27.7% | +26.8% |
| 3Y | +159.5% | +18.5% | +141.0% | +137.3% |
| 5Y | +263.9% | +27.5% | +236.4% | +230.5% |
| All | +303.1% | +30.2% | +272.9% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling