+87.5%
CLF vs JBL
+1,199.1%
-1,111.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.5% | -0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.6% |
| 30D | +1.9% | -17.0% | +19.0% | +15.8% |
| 3M | +5.9% | -27.4% | +33.3% | +29.8% |
| 6M | +16.9% | -29.1% | +46.0% | +43.2% |
| YTD | -1.1% | +13.6% | -14.7% | -14.3% |
| 1Y | +28.8% | +22.8% | +6.0% | +5.6% |
| 3Y | -20.6% | +103.0% | -123.6% | -58.6% |
| 5Y | -41.5% | +307.4% | -348.9% | -83.3% |
| 10Y | +87.5% | +1,173.9% | -1,086.4% | -74.9% |
| All | +87.5% | +1,199.1% | -1,111.6% | -74.9% |
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