+41.2%
CL vs JAAA
+30.2%
+11.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | +0.2% | +1.2% | +1.2% |
| 30D | +11.4% | +0.4% | +10.9% | +11.1% |
| 3M | +4.4% | +1.2% | +3.2% | +3.7% |
| 6M | +10.8% | +2.3% | +8.4% | +9.3% |
| YTD | +25.1% | +3.9% | +21.2% | +22.5% |
| 1Y | +28.0% | +4.8% | +23.1% | +24.6% |
| 3Y | +37.6% | +18.5% | +19.1% | +23.4% |
| 5Y | +39.7% | +27.5% | +12.2% | +19.4% |
| All | +41.2% | +30.2% | +11.0% | +15.8% |
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