+30.0%
CL vs JBL
+405.9%
-375.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.4% |
| 7D | -2.2% | +3.0% | -5.2% | -2.1% |
| 30D | -4.8% | -8.3% | +3.4% | -5.0% |
| 3M | +4.9% | -16.9% | +21.8% | +4.6% |
| 6M | -5.7% | +21.8% | -27.5% | -5.5% |
| YTD | +14.4% | +36.3% | -21.9% | +14.8% |
| 1Y | +8.7% | +49.5% | -40.8% | +9.2% |
| 3Y | +30.0% | +170.6% | -140.6% | +27.9% |
| All | +30.0% | +405.9% | -375.9% | +17.6% |
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