+54.0%
CLF vs JAAA
+29.3%
+24.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -2.7% | +0.1% | -2.8% | -3.0% |
| 30D | -3.2% | +0.5% | -3.7% | -4.7% |
| 3M | -5.0% | +1.2% | -6.2% | -8.9% |
| 6M | +26.6% | +2.7% | +23.9% | +15.7% |
| YTD | -9.0% | +3.2% | -12.2% | -17.9% |
| 1Y | +11.8% | +4.8% | +7.0% | -3.6% |
| 3Y | -15.1% | +19.0% | -34.1% | -41.4% |
| 5Y | -48.2% | +26.8% | -75.0% | -68.8% |
| All | +54.0% | +29.3% | +24.7% | -16.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling