+110.2%
CLBK vs JAAA
+29.4%
+80.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -1.5% | +0.1% | -1.5% | -1.5% |
| 30D | -1.0% | +0.5% | -1.6% | -1.6% |
| 3M | +22.9% | +1.3% | +21.7% | +21.1% |
| 6M | +44.2% | +2.8% | +41.4% | +39.7% |
| YTD | +64.0% | +3.3% | +60.7% | +58.1% |
| 1Y | +65.7% | +4.9% | +60.7% | +57.0% |
| 3Y | +54.1% | +19.0% | +35.1% | +44.0% |
| 5Y | +44.7% | +26.9% | +17.8% | +34.7% |
| All | +110.2% | +29.4% | +80.9% | +82.9% |
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