+46.0%
CLF vs JAAA
+30.2%
+15.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.5% |
| 7D | -19.6% | +0.2% | -19.7% | -20.0% |
| 30D | -5.0% | +0.4% | -5.4% | -6.4% |
| 3M | -6.3% | +1.2% | -7.5% | -10.1% |
| 6M | +2.8% | +2.3% | +0.4% | -5.1% |
| YTD | -13.7% | +3.9% | -17.6% | -24.0% |
| 1Y | +13.6% | +4.8% | +8.8% | -2.6% |
| 3Y | -34.0% | +18.5% | -52.5% | -54.8% |
| 5Y | -48.7% | +27.5% | -76.2% | -69.7% |
| All | +46.0% | +30.2% | +15.8% | -22.7% |
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