+17.1%
CRL vs JAAA
+29.3%
-12.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.9% | +0.1% | -7.0% | -7.2% |
| 30D | -3.2% | +0.4% | -3.6% | -4.5% |
| 3M | +46.5% | +1.2% | +45.3% | +41.1% |
| 6M | +63.1% | +2.7% | +60.5% | +50.1% |
| YTD | +36.9% | +3.2% | +33.7% | +24.0% |
| 1Y | +78.1% | +4.8% | +73.3% | +53.7% |
| 3Y | +36.7% | +19.0% | +17.7% | +5.8% |
| 5Y | -38.1% | +26.8% | -64.9% | -52.9% |
| All | +17.1% | +29.3% | -12.2% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling