+71.6%
CRH vs JBL
+195.4%
-123.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.3% |
| 7D | -6.1% | +2.4% | -8.5% | -6.7% |
| 30D | -9.3% | -13.1% | +3.8% | -6.0% |
| 3M | -15.2% | -15.6% | +0.4% | -12.0% |
| 6M | -14.2% | +24.6% | -38.8% | -21.3% |
| YTD | -28.3% | +39.6% | -67.9% | -36.7% |
| 1Y | -21.8% | +48.6% | -70.4% | -32.7% |
| 3Y | +71.6% | +197.3% | -125.6% | +21.6% |
| All | +71.6% | +195.4% | -123.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling