+74.2%
CRL vs JAAA
+4.9%
+69.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.5% |
| 7D | -3.5% | +0.1% | -3.6% | -4.0% |
| 30D | -2.1% | +0.5% | -2.7% | -5.1% |
| 3M | +48.0% | +1.3% | +46.7% | +36.9% |
| 6M | +64.7% | +2.8% | +62.0% | +38.6% |
| YTD | +39.5% | +3.3% | +36.2% | +13.3% |
| 1Y | +74.2% | +4.9% | +69.3% | +9.8% |
| All | +74.2% | +4.9% | +69.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling