+127.6%
CLF vs JBL
+1,455.1%
-1,327.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.7% | +4.0% | -6.7% | -5.2% |
| 30D | -3.2% | -7.5% | +4.3% | +1.4% |
| 3M | -5.0% | -14.1% | +9.1% | +3.3% |
| 6M | +26.6% | +25.9% | +0.7% | +4.4% |
| YTD | -9.0% | +36.7% | -45.6% | -29.8% |
| 1Y | +11.8% | +49.0% | -37.2% | -20.0% |
| 3Y | -15.1% | +191.8% | -206.9% | -66.6% |
| 5Y | -48.2% | +409.8% | -458.0% | -87.3% |
| 10Y | +127.6% | +1,509.2% | -1,381.6% | -76.1% |
| All | +127.6% | +1,455.1% | -1,327.5% | -76.1% |
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