+2,319.9%
CL vs JBL
+42,637.0%
-40,317.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.2% | +3.0% | -5.2% | -2.4% |
| 30D | -4.8% | -8.3% | +3.4% | -4.4% |
| 3M | +4.9% | -16.9% | +21.8% | +5.7% |
| 6M | -5.7% | +21.8% | -27.5% | -7.3% |
| YTD | +14.4% | +36.3% | -21.9% | +11.6% |
| 1Y | +8.7% | +49.5% | -40.8% | +5.3% |
| 3Y | +30.0% | +170.6% | -140.6% | +19.8% |
| 5Y | +28.4% | +408.4% | -380.0% | +12.9% |
| 10Y | +50.1% | +1,450.4% | -1,400.3% | +21.4% |
| All | +2,319.9% | +42,637.0% | -40,317.2% | +1,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling