+3,154.0%
CLS vs JBL
+1,558.3%
+1,595.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.0% | +1.5% | +2.7% |
| 7D | +10.9% | +2.4% | +8.5% | +9.0% |
| 30D | +2.1% | -13.1% | +15.2% | +14.2% |
| 3M | -10.2% | -15.6% | +5.4% | +2.6% |
| 6M | +30.4% | +24.6% | +5.8% | +12.0% |
| YTD | +17.2% | +39.6% | -22.4% | -7.5% |
| 1Y | +41.0% | +48.6% | -7.6% | +7.5% |
| 3Y | +1,338.0% | +197.3% | +1,140.7% | +587.9% |
| 5Y | +3,860.6% | +413.0% | +3,447.6% | +1,202.6% |
| All | +3,154.0% | +1,558.3% | +1,595.7% | +527.5% |
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