+2,117.4%
CLX vs JBL
+34,886.9%
-32,769.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | +9.5% | +6.3% | +3.2% | +9.2% |
| 30D | +30.7% | -13.5% | +44.2% | +31.4% |
| 3M | +4.2% | -31.3% | +35.6% | +5.7% |
| 6M | +22.1% | -28.4% | +50.6% | +23.4% |
| YTD | +14.1% | +11.6% | +2.5% | +12.9% |
| 1Y | +10.3% | +26.1% | -15.8% | +8.6% |
| 3Y | -7.8% | +97.4% | -105.2% | -11.7% |
| 5Y | -20.8% | +301.0% | -321.8% | -26.9% |
| 10Y | +31.9% | +1,151.1% | -1,119.2% | +14.0% |
| All | +2,117.4% | +34,886.9% | -32,769.5% | +1,544.4% |
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