+86.2%
CL vs JBL
+1,176.2%
-1,090.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.8% | +10.0% | -10.8% | -1.3% |
| 30D | +9.5% | -18.2% | +27.7% | +10.6% |
| 3M | +6.6% | -29.0% | +35.6% | +8.5% |
| 6M | +13.2% | -25.9% | +39.1% | +14.6% |
| YTD | +26.9% | +14.1% | +12.8% | +23.6% |
| 1Y | +27.6% | +21.7% | +6.0% | +23.6% |
| 3Y | +39.1% | +103.8% | -64.7% | +25.2% |
| 5Y | +41.3% | +310.0% | -268.7% | +12.1% |
| All | +86.2% | +1,176.2% | -1,090.0% | +20.0% |
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