+4,280.8%
CLS vs JAAA
+29.3%
+4,251.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | +4.6% | +0.2% | +4.4% | +4.0% |
| 30D | -13.9% | +0.5% | -14.4% | -15.3% |
| 3M | -26.6% | +1.3% | -27.8% | -29.5% |
| 6M | +15.4% | +2.7% | +12.8% | +6.3% |
| YTD | +5.7% | +3.2% | +2.5% | -4.2% |
| 1Y | +41.1% | +4.9% | +36.2% | +21.9% |
| 3Y | +1,228.6% | +19.0% | +1,209.6% | +864.8% |
| 5Y | +3,240.6% | +26.8% | +3,213.8% | +2,170.7% |
| All | +4,280.8% | +29.3% | +4,251.5% | +2,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling