-47.0%
CLF vs JAAA
+26.4%
-73.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.1% |
| 30D | +0.2% | +0.5% | -0.2% | -1.4% |
| 3M | -3.1% | +1.2% | -4.3% | -7.2% |
| 6M | +25.0% | +2.8% | +22.2% | +13.3% |
| YTD | -7.5% | +3.2% | -10.6% | -16.9% |
| 1Y | +11.5% | +4.8% | +6.7% | -4.7% |
| 3Y | -13.7% | +19.0% | -32.7% | -40.8% |
| 5Y | -47.0% | +26.8% | -73.8% | -67.8% |
| All | -47.0% | +26.4% | -73.4% | -67.8% |
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 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