+848.2%
CLS vs JAAA
+18.5%
+829.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.0% |
| 30D | -30.1% | +0.4% | -30.5% | -32.3% |
| 3M | -21.7% | +1.2% | -22.9% | -28.6% |
| 6M | -36.2% | +2.3% | -38.6% | -47.1% |
| YTD | -17.8% | +4.0% | -21.8% | -39.7% |
| 1Y | -26.8% | +4.8% | -31.6% | -49.5% |
| All | +848.2% | +18.5% | +829.7% | +405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling