+2,005.0%
CLS vs JBL
+310.5%
+1,694.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +5.2% |
| 7D | +2.8% | +0.1% | +2.6% | +3.3% |
| 30D | -30.1% | -17.0% | -13.1% | -15.9% |
| 3M | -21.7% | -27.4% | +5.7% | +5.8% |
| 6M | -36.2% | -29.1% | -7.2% | -12.0% |
| YTD | -17.8% | +13.6% | -31.4% | -24.9% |
| 1Y | -26.8% | +22.8% | -49.6% | -36.7% |
| 3Y | +853.4% | +103.0% | +750.4% | +468.4% |
| 5Y | +2,005.0% | +307.4% | +1,697.7% | +576.8% |
| All | +2,005.0% | +310.5% | +1,694.5% | +576.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling