-14.6%
CRH vs JBL
+52.3%
-66.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | -5.4% | -8.3% | +2.9% | -4.0% |
| 3M | -11.2% | -16.9% | +5.7% | -8.2% |
| 6M | -15.8% | +21.8% | -37.6% | -21.7% |
| YTD | -23.6% | +36.3% | -59.9% | -30.6% |
| 1Y | -14.6% | +49.5% | -64.1% | -24.5% |
| All | -14.6% | +52.3% | -66.9% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling