+3,270.8%
CLS vs JAAA
+30.3%
+3,240.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.5% |
| 7D | +16.3% | +0.1% | +16.2% | +15.9% |
| 30D | -25.7% | +0.4% | -26.1% | -26.7% |
| 3M | -30.9% | +1.2% | -32.1% | -33.4% |
| 6M | -35.5% | +2.3% | -37.8% | -40.0% |
| YTD | -18.7% | +4.0% | -22.7% | -28.0% |
| 1Y | -17.9% | +4.8% | -22.7% | -29.0% |
| 3Y | +838.1% | +18.4% | +819.7% | +573.9% |
| 5Y | +1,971.9% | +27.5% | +1,944.4% | +1,284.3% |
| All | +3,270.8% | +30.3% | +3,240.5% | +1,865.9% |
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