+28.0%
CL vs JBL
+14.3%
+13.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | 0.0% |
| 7D | +2.6% | -8.1% | +10.6% | +1.6% |
| 30D | +11.8% | -18.4% | +30.2% | +9.5% |
| 3M | +5.9% | -25.8% | +31.7% | +3.1% |
| 6M | +13.3% | -29.6% | +43.0% | +10.0% |
| YTD | +27.1% | +9.6% | +17.5% | +27.0% |
| 1Y | +28.0% | +14.1% | +13.9% | +28.1% |
| All | +28.0% | +14.3% | +13.7% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling