-24.1%
CLS vs JAAA
+4.7%
-28.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +23.5% | +0.1% | +23.4% | +22.8% |
| 30D | -28.9% | +0.4% | -29.3% | -30.8% |
| 3M | -25.2% | +1.2% | -26.4% | -31.1% |
| 6M | -32.1% | +2.3% | -34.4% | -45.0% |
| YTD | -14.1% | +4.0% | -18.0% | -40.4% |
| 1Y | -24.1% | +4.8% | -28.9% | -45.5% |
| All | -24.1% | +4.7% | -28.8% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling