+454.6%
CLF vs JBL
+42,637.0%
-42,182.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | +7.6% | +3.0% | +4.5% | +6.7% |
| 30D | -1.2% | -8.3% | +7.1% | +0.9% |
| 3M | -13.4% | -16.9% | +3.5% | -9.5% |
| 6M | +15.4% | +21.8% | -6.3% | +9.1% |
| YTD | -5.9% | +36.3% | -42.2% | -13.8% |
| 1Y | +18.8% | +49.5% | -30.7% | +6.1% |
| 3Y | -19.4% | +170.6% | -190.0% | -39.1% |
| 5Y | -47.7% | +408.4% | -456.1% | -66.0% |
| 10Y | +130.4% | +1,450.4% | -1,320.0% | +20.1% |
| All | +454.6% | +42,637.0% | -42,182.4% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling