+147.9%
CTAS vs JAAA
+29.3%
+118.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +10.3% | +1.2% | +9.1% | +9.4% |
| 6M | +1.6% | +2.7% | -1.0% | -0.2% |
| YTD | +6.3% | +3.2% | +3.1% | +4.0% |
| 1Y | -0.5% | +4.8% | -5.3% | -3.7% |
| 3Y | +64.6% | +19.0% | +45.6% | +56.7% |
| 5Y | +106.0% | +26.8% | +79.2% | +94.6% |
| All | +147.9% | +29.3% | +118.6% | +132.0% |
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 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