-43.4%
CCL vs JBL
+1,478.7%
-1,522.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.9% |
| 7D | -4.3% | -1.0% | -3.3% | -3.6% |
| 30D | -19.0% | -15.1% | -3.9% | -9.6% |
| 3M | -13.1% | -14.0% | +1.0% | -6.1% |
| 6M | -13.3% | +20.6% | -33.9% | -28.1% |
| YTD | -25.2% | +32.9% | -58.1% | -43.1% |
| 1Y | -27.2% | +40.5% | -67.7% | -47.8% |
| 3Y | +49.2% | +183.7% | -134.5% | -46.0% |
| 5Y | +0.4% | +388.3% | -388.0% | -77.2% |
| All | -43.4% | +1,478.7% | -1,522.0% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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