+29.0%
CLBK vs JAAA
+27.5%
+1.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +3.4% | +0.4% | +3.0% | +2.8% |
| 3M | -4.3% | +1.2% | -5.5% | -5.7% |
| 6M | +28.4% | +2.3% | +26.0% | +24.7% |
| YTD | +59.4% | +4.0% | +55.4% | +51.9% |
| 1Y | +64.8% | +4.8% | +60.0% | +55.6% |
| 3Y | +50.6% | +18.4% | +32.2% | +38.9% |
| All | +29.0% | +27.5% | +1.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling