+162.6%
JPM vs CLS
+1,316.2%
-1,153.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.1% | -2.0% |
| 7D | -0.4% | +12.8% | -13.2% | -1.6% |
| 30D | -1.1% | +3.8% | -4.9% | -1.7% |
| 3M | +14.1% | -14.6% | +28.8% | +15.0% |
| 6M | +23.3% | +32.2% | -8.9% | +17.3% |
| YTD | +11.3% | +11.6% | -0.4% | +7.1% |
| 1Y | +23.0% | +35.1% | -12.1% | +14.6% |
| 3Y | +162.6% | +1,312.5% | -1,150.0% | +73.5% |
| All | +162.6% | +1,316.2% | -1,153.6% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling