+2,005.0%
CLS vs JAAA
+27.4%
+1,977.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -30.1% | +0.4% | -30.5% | -31.0% |
| 3M | -21.7% | +1.2% | -22.9% | -24.5% |
| 6M | -36.2% | +2.3% | -38.6% | -40.8% |
| YTD | -17.8% | +4.0% | -21.8% | -27.1% |
| 1Y | -26.8% | +4.8% | -31.6% | -36.6% |
| 3Y | +853.4% | +18.5% | +834.9% | +606.4% |
| 5Y | +2,005.0% | +27.5% | +1,977.5% | +1,357.5% |
| All | +2,005.0% | +27.4% | +1,977.7% | +1,357.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling