+1.4%
CRM vs JBL
+47.2%
-45.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +2.8% |
| 7D | -4.4% | +2.4% | -6.9% | -4.1% |
| 30D | +28.1% | -13.1% | +41.3% | +25.2% |
| 3M | +48.8% | -15.6% | +64.4% | +46.7% |
| 6M | +28.3% | +24.6% | +3.7% | +28.9% |
| YTD | -6.0% | +39.6% | -45.6% | -5.8% |
| 1Y | +1.4% | +48.6% | -47.2% | +0.2% |
| All | +1.4% | +47.2% | -45.7% | +0.2% |
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