+40.6%
CRL vs JAAA
+18.9%
+21.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.6% | +0.1% | -0.7% | -1.5% |
| 30D | +5.0% | +0.5% | +4.5% | +0.5% |
| 3M | +50.6% | +1.2% | +49.4% | +34.0% |
| 6M | +60.9% | +2.8% | +58.1% | +22.2% |
| YTD | +40.7% | +3.2% | +37.6% | +3.3% |
| 1Y | +73.3% | +4.8% | +68.5% | +7.9% |
| 3Y | +40.6% | +19.0% | +21.6% | -17.0% |
| All | +40.6% | +18.9% | +21.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling