+330.9%
CASY vs JAAA
+29.3%
+301.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | -11.3% | +0.5% | -11.9% | -11.8% |
| 3M | -0.6% | +1.3% | -1.9% | -1.9% |
| 6M | +10.7% | +2.7% | +8.1% | +8.0% |
| YTD | +37.1% | +3.2% | +33.9% | +33.1% |
| 1Y | +52.3% | +4.9% | +47.4% | +45.7% |
| 3Y | +215.2% | +19.0% | +196.2% | +189.6% |
| 5Y | +276.5% | +26.8% | +249.7% | +243.7% |
| All | +330.9% | +29.3% | +301.7% | +255.0% |
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 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