-13.3%
CLF vs JBL
+181.2%
-194.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | +7.6% | +3.0% | +4.5% | +6.1% |
| 30D | -1.2% | -8.3% | +7.1% | +2.5% |
| 3M | -13.4% | -16.9% | +3.5% | -6.6% |
| 6M | +15.4% | +21.8% | -6.3% | +3.8% |
| YTD | -5.9% | +36.3% | -42.2% | -20.1% |
| 1Y | +18.8% | +49.5% | -30.7% | -3.9% |
| All | -13.3% | +181.2% | -194.5% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling