-34.0%
CLF vs JBL
+87.5%
-121.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -19.6% | -12.3% | -7.2% | -13.8% |
| 30D | -5.0% | -20.2% | +15.2% | +6.5% |
| 3M | -6.3% | -30.6% | +24.3% | +11.3% |
| 6M | +2.8% | -35.8% | +38.5% | +25.8% |
| YTD | -13.7% | +4.9% | -18.6% | -18.2% |
| 1Y | +13.6% | +11.3% | +2.3% | +4.4% |
| 3Y | -34.0% | +89.1% | -123.1% | -55.8% |
| All | -34.0% | +87.5% | -121.4% | -55.8% |
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