+74.6%
CLF vs JBL
+1,148.2%
-1,073.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.7% |
| 7D | +10.4% | +6.3% | +4.0% | +6.0% |
| 30D | +0.6% | -13.5% | +14.1% | +11.4% |
| 3M | +4.1% | -31.3% | +35.5% | +32.7% |
| 6M | +15.1% | -28.4% | +43.5% | +40.1% |
| YTD | -4.7% | +11.6% | -16.3% | -16.5% |
| 1Y | +20.4% | +26.1% | -5.8% | -3.3% |
| 3Y | -23.4% | +97.4% | -120.7% | -59.2% |
| 5Y | -43.3% | +301.0% | -344.3% | -83.6% |
| All | +74.6% | +1,148.2% | -1,073.6% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling