+4,461.3%
CLS vs JAAA
+29.3%
+4,432.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | +4.8% | +0.4% | +4.3% | +3.4% |
| 3M | -10.4% | +1.2% | -11.6% | -13.8% |
| 6M | +20.8% | +2.7% | +18.1% | +11.2% |
| YTD | +10.0% | +3.2% | +6.8% | -0.2% |
| 1Y | +28.5% | +4.8% | +23.7% | +11.4% |
| 3Y | +1,292.2% | +19.0% | +1,273.2% | +911.2% |
| 5Y | +3,616.8% | +26.8% | +3,590.0% | +2,427.3% |
| All | +4,461.3% | +29.3% | +4,432.0% | +2,626.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling