-47.0%
CLF vs JBL
+405.9%
-452.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +6.5% | +4.4% | +2.1% | +4.0% |
| 30D | +0.2% | -8.4% | +8.7% | +4.8% |
| 3M | -3.1% | -14.2% | +11.1% | +4.0% |
| 6M | +25.0% | +29.6% | -4.6% | +5.5% |
| YTD | -7.5% | +37.1% | -44.5% | -24.8% |
| 1Y | +11.5% | +49.5% | -38.0% | -14.6% |
| 3Y | -13.7% | +192.7% | -206.4% | -59.2% |
| 5Y | -47.0% | +411.3% | -458.3% | -83.8% |
| All | -47.0% | +405.9% | -452.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling