+3,231.7%
CLS vs JBL
+4,812.3%
-1,580.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.1% |
| 7D | +4.6% | +3.0% | +1.5% | +2.9% |
| 30D | -13.9% | -8.3% | -5.6% | -9.5% |
| 3M | -26.6% | -16.9% | -9.7% | -17.5% |
| 6M | +15.4% | +21.8% | -6.3% | +4.9% |
| YTD | +5.7% | +36.3% | -30.6% | -9.9% |
| 1Y | +41.1% | +49.5% | -8.4% | +15.5% |
| 3Y | +1,228.6% | +170.6% | +1,058.0% | +694.6% |
| 5Y | +3,240.6% | +408.4% | +2,832.3% | +1,316.3% |
| 10Y | +2,760.3% | +1,450.4% | +1,310.0% | +537.0% |
| All | +3,231.7% | +4,812.3% | -1,580.6% | +155.7% |
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