+53.4%
CL vs JBL
+1,439.8%
-1,386.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -1.4% | +4.4% | -5.8% | -1.6% |
| 30D | -5.2% | -8.4% | +3.2% | -4.8% |
| 3M | +3.3% | -14.2% | +17.5% | +4.1% |
| 6M | -4.4% | +29.6% | -34.0% | -7.0% |
| YTD | +13.9% | +37.1% | -23.2% | +10.0% |
| 1Y | +7.6% | +49.5% | -41.9% | +2.9% |
| 3Y | +29.6% | +192.7% | -163.1% | +12.0% |
| 5Y | +28.1% | +411.3% | -383.3% | -0.3% |
| 10Y | +53.4% | +1,447.6% | -1,394.2% | -5.1% |
| All | +53.4% | +1,439.8% | -1,386.4% | -5.1% |
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