+184.2%
CTAS vs JAAA
+30.2%
+154.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +10.2% | +0.4% | +9.8% | +9.9% |
| 3M | +12.1% | +1.2% | +10.9% | +11.1% |
| 6M | +38.3% | +2.3% | +36.0% | +36.1% |
| YTD | +21.9% | +4.0% | +17.9% | +18.7% |
| 1Y | +24.0% | +4.8% | +19.2% | +20.0% |
| 3Y | +75.1% | +18.5% | +56.7% | +65.8% |
| 5Y | +116.9% | +27.5% | +89.5% | +103.1% |
| All | +184.2% | +30.2% | +154.0% | +164.5% |
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 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