+11.8%
CLF vs JBL
+49.3%
-37.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.7% | +4.0% | -6.7% | -4.4% |
| 30D | -3.2% | -7.5% | +4.3% | +0.1% |
| 3M | -5.0% | -14.1% | +9.1% | +0.7% |
| 6M | +26.6% | +25.9% | +0.7% | +12.2% |
| YTD | -9.0% | +36.7% | -45.6% | -22.5% |
| 1Y | +11.8% | +49.0% | -37.2% | -7.7% |
| All | +11.8% | +49.3% | -37.4% | -7.7% |
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