-36.8%
CLX vs JBL
+410.1%
-446.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.9% | +4.0% | -8.9% | -5.0% |
| 30D | -15.8% | -7.5% | -8.3% | -15.7% |
| 3M | -7.9% | -14.1% | +6.1% | -7.7% |
| 6M | -19.0% | +25.9% | -44.9% | -19.9% |
| YTD | -7.9% | +36.7% | -44.6% | -9.3% |
| 1Y | -25.4% | +49.0% | -74.4% | -26.8% |
| 3Y | -35.0% | +191.8% | -226.8% | -39.5% |
| 5Y | -36.8% | +409.8% | -446.5% | -45.6% |
| All | -36.8% | +410.1% | -446.9% | -45.6% |
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