+848.2%
CLS vs JBL
+103.8%
+744.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +4.9% |
| 7D | +2.8% | +0.1% | +2.6% | +3.3% |
| 30D | -30.1% | -17.0% | -13.1% | -14.7% |
| 3M | -21.7% | -27.4% | +5.7% | +8.2% |
| 6M | -36.2% | -29.1% | -7.2% | -10.0% |
| YTD | -17.8% | +13.6% | -31.4% | -26.7% |
| 1Y | -26.8% | +22.8% | -49.6% | -38.6% |
| All | +848.2% | +103.8% | +744.4% | +448.0% |
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