+152.5%
JPM vs CLS
+3,586.2%
-3,433.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -0.4% | +20.1% | -20.5% | -2.9% |
| 30D | -1.4% | +6.0% | -7.5% | -2.5% |
| 3M | +13.9% | -10.3% | +24.2% | +14.3% |
| 6M | +23.5% | +24.5% | -1.0% | +16.6% |
| YTD | +11.6% | +12.9% | -1.2% | +6.0% |
| 1Y | +21.4% | +36.7% | -15.3% | +10.2% |
| 3Y | +163.4% | +1,328.1% | -1,164.6% | +38.3% |
| 5Y | +152.5% | +3,682.3% | -3,529.8% | +0.2% |
| All | +152.5% | +3,586.2% | -3,433.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling