+29.1%
CL vs JAAA
+29.3%
-0.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -4.8% | +0.5% | -5.4% | -5.1% |
| 3M | +4.9% | +1.3% | +3.6% | +4.2% |
| 6M | -5.7% | +2.7% | -8.4% | -7.1% |
| YTD | +14.4% | +3.2% | +11.2% | +12.4% |
| 1Y | +8.7% | +4.9% | +3.8% | +5.8% |
| 3Y | +30.0% | +19.0% | +11.0% | +16.2% |
| 5Y | +28.4% | +26.8% | +1.6% | +10.0% |
| All | +29.1% | +29.3% | -0.2% | +6.3% |
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