+481.0%
JPM vs CLS
+1,924.3%
-1,443.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | -1.2% |
| 7D | -2.5% | +2.8% | -5.2% | -3.2% |
| 30D | +2.7% | -30.1% | +32.8% | +8.9% |
| 3M | -4.7% | -21.7% | +17.1% | -2.1% |
| 6M | +15.6% | -36.2% | +51.8% | +21.1% |
| YTD | +8.6% | -17.8% | +26.4% | +5.1% |
| 1Y | +10.9% | -26.8% | +37.7% | +9.0% |
| 3Y | +149.9% | +853.4% | -703.5% | +8.7% |
| 5Y | +131.9% | +2,005.0% | -1,873.1% | -25.7% |
| 10Y | +481.0% | +1,929.4% | -1,448.4% | +44.8% |
| All | +481.0% | +1,924.3% | -1,443.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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