+2,609.7%
CLS vs JBL
+4,011.8%
-1,402.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.3% |
| 7D | +23.5% | +10.0% | +13.5% | +17.1% |
| 30D | -28.9% | -18.2% | -10.7% | -18.9% |
| 3M | -25.2% | -29.0% | +3.8% | -7.2% |
| 6M | -32.1% | -25.9% | -6.2% | -17.3% |
| YTD | -14.1% | +14.1% | -28.2% | -17.6% |
| 1Y | -24.1% | +21.7% | -45.7% | -29.2% |
| 3Y | +897.0% | +103.8% | +793.1% | +617.2% |
| 5Y | +2,089.9% | +310.0% | +1,779.9% | +965.2% |
| 10Y | +2,022.2% | +1,179.2% | +843.0% | +438.1% |
| All | +2,609.7% | +4,011.8% | -1,402.1% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling