+3,682.3%
CLS vs JAAA
+26.7%
+3,655.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | +20.1% | +0.1% | +20.0% | +19.7% |
| 30D | +6.0% | +0.5% | +5.6% | +4.6% |
| 3M | -10.3% | +1.2% | -11.5% | -13.8% |
| 6M | +24.5% | +2.7% | +21.8% | +14.4% |
| YTD | +12.9% | +3.2% | +9.7% | +2.3% |
| 1Y | +36.7% | +4.8% | +31.9% | +18.6% |
| 3Y | +1,328.1% | +19.0% | +1,309.1% | +970.4% |
| 5Y | +3,682.3% | +26.8% | +3,655.5% | +2,504.6% |
| All | +3,682.3% | +26.7% | +3,655.6% | +2,504.6% |
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 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