+10.9%
JPM vs CLS
-28.7%
+39.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | 0.0% |
| 7D | -2.5% | +2.8% | -5.2% | -2.7% |
| 30D | +2.7% | -30.1% | +32.8% | +4.2% |
| 3M | -4.7% | -21.7% | +17.1% | -4.2% |
| 6M | +15.6% | -36.2% | +51.8% | +16.6% |
| YTD | +8.6% | -17.8% | +26.4% | +6.2% |
| 1Y | +10.9% | -26.8% | +37.7% | +8.9% |
| All | +10.9% | -28.7% | +39.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling