+59.2%
CLF vs JAAA
+29.3%
+30.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.5% |
| 7D | +7.6% | +0.2% | +7.4% | +6.9% |
| 30D | -1.2% | +0.5% | -1.7% | -3.0% |
| 3M | -13.4% | +1.3% | -14.6% | -17.1% |
| 6M | +15.4% | +2.7% | +12.8% | +5.7% |
| YTD | -5.9% | +3.2% | -9.1% | -15.0% |
| 1Y | +18.8% | +4.9% | +13.9% | +2.1% |
| 3Y | -19.4% | +19.0% | -38.4% | -44.4% |
| 5Y | -47.7% | +26.8% | -74.5% | -68.5% |
| All | +59.2% | +29.3% | +30.0% | -13.6% |
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