+66.3%
CTAS vs JAAA
+18.9%
+47.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | -1.0% | +0.5% | -1.5% | -2.1% |
| 3M | +15.8% | +1.2% | +14.6% | +12.4% |
| 6M | -1.0% | +2.8% | -3.8% | -7.5% |
| YTD | +7.4% | +3.2% | +4.2% | -0.6% |
| 1Y | -0.1% | +4.8% | -5.0% | -11.4% |
| 3Y | +66.3% | +19.0% | +47.3% | +37.5% |
| All | +66.3% | +18.9% | +47.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling