+1,284.2%
CLS vs JBL
+189.2%
+1,095.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +20.1% | +4.0% | +16.1% | +16.1% |
| 30D | +6.0% | -7.5% | +13.5% | +13.9% |
| 3M | -10.3% | -14.1% | +3.8% | +2.9% |
| 6M | +24.5% | +25.9% | -1.4% | +1.6% |
| YTD | +12.9% | +36.7% | -23.8% | -14.5% |
| 1Y | +36.7% | +49.0% | -12.3% | -3.0% |
| All | +1,284.2% | +189.2% | +1,095.0% | +568.4% |
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 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