+183.3%
CTAS vs JAAA
+30.3%
+153.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +8.7% | +0.4% | +8.3% | +8.4% |
| 3M | +13.3% | +1.2% | +12.1% | +12.3% |
| 6M | +39.4% | +2.3% | +37.1% | +37.2% |
| YTD | +21.5% | +4.0% | +17.5% | +18.2% |
| 1Y | +21.9% | +4.8% | +17.1% | +17.9% |
| 3Y | +73.6% | +18.4% | +55.2% | +64.3% |
| 5Y | +116.2% | +27.5% | +88.7% | +102.3% |
| All | +183.3% | +30.3% | +153.0% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling