+1,758.2%
CLX vs JBL
+42,637.0%
-40,878.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -9.2% | +3.0% | -12.3% | -9.4% |
| 30D | -11.0% | -8.3% | -2.8% | -10.8% |
| 3M | +5.0% | -16.9% | +21.9% | +5.7% |
| 6M | -18.8% | +21.8% | -40.6% | -19.8% |
| YTD | -4.4% | +36.3% | -40.7% | -6.0% |
| 1Y | -21.9% | +49.5% | -71.4% | -23.6% |
| 3Y | -32.8% | +170.6% | -203.4% | -36.5% |
| 5Y | -34.6% | +408.4% | -442.9% | -40.1% |
| 10Y | -4.7% | +1,450.4% | -1,455.1% | -18.3% |
| All | +1,758.2% | +42,637.0% | -40,878.8% | +1,268.5% |
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