+39.9%
CL vs JBL
+270.2%
-230.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.1% |
| 7D | +1.3% | -12.3% | +13.7% | +0.8% |
| 30D | +11.4% | -20.2% | +31.5% | +10.5% |
| 3M | +4.4% | -30.6% | +35.0% | +3.3% |
| 6M | +10.8% | -35.8% | +46.5% | +9.6% |
| YTD | +25.1% | +4.9% | +20.2% | +24.4% |
| 1Y | +28.0% | +11.3% | +16.7% | +27.3% |
| 3Y | +37.6% | +89.1% | -51.5% | +35.2% |
| All | +39.9% | +270.2% | -230.3% | +23.7% |
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