+1,914.6%
CLS vs JBL
+1,148.2%
+766.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.6% |
| 7D | +16.3% | +6.3% | +9.9% | +11.1% |
| 30D | -25.7% | -13.5% | -12.2% | -15.4% |
| 3M | -30.9% | -31.3% | +0.5% | -5.8% |
| 6M | -35.5% | -28.4% | -7.1% | -14.5% |
| YTD | -18.7% | +11.6% | -30.3% | -22.8% |
| 1Y | -17.9% | +26.1% | -44.0% | -28.3% |
| 3Y | +838.1% | +97.4% | +740.7% | +515.6% |
| 5Y | +1,971.9% | +301.0% | +1,670.9% | +722.6% |
| All | +1,914.6% | +1,148.2% | +766.4% | +355.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling