+33.9%
CCL vs JBL
+299.0%
-265.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.9% |
| 7D | -1.2% | +6.3% | -7.5% | -4.8% |
| 30D | +13.1% | -13.5% | +26.6% | +22.0% |
| 3M | +3.4% | -31.3% | +34.7% | +26.7% |
| 6M | +18.7% | -28.4% | +47.1% | +38.8% |
| YTD | -2.3% | +11.6% | -13.8% | -16.4% |
| 1Y | +14.2% | +26.1% | -11.9% | -10.2% |
| 3Y | +133.6% | +97.4% | +36.2% | +19.7% |
| All | +33.9% | +299.0% | -265.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling