+20.2%
CLF vs JBL
+20.8%
-0.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.8% | -4.4% | -6.9% |
| 7D | -7.9% | -11.1% | +3.2% | -2.6% |
| 30D | +5.2% | -14.1% | +19.3% | +12.9% |
| 3M | +4.3% | -23.9% | +28.2% | +17.4% |
| 6M | +25.3% | -24.1% | +49.4% | +39.4% |
| YTD | -3.3% | +13.5% | -16.8% | -13.6% |
| 1Y | +20.2% | +23.7% | -3.5% | +3.3% |
| All | +20.2% | +20.8% | -0.6% | +3.3% |
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 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