+5,760.6%
CRM vs JBL
+1,549.3%
+4,211.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.2% |
| 7D | -4.4% | +2.4% | -6.9% | -5.3% |
| 30D | +28.1% | -13.1% | +41.3% | +33.9% |
| 3M | +48.8% | -15.6% | +64.4% | +54.6% |
| 6M | +28.3% | +24.6% | +3.7% | +13.0% |
| YTD | -6.0% | +39.6% | -45.6% | -21.6% |
| 1Y | +1.4% | +48.6% | -47.2% | -18.1% |
| 3Y | +11.8% | +197.3% | -185.4% | -35.1% |
| 5Y | -2.0% | +413.0% | -415.0% | -54.7% |
| 10Y | +239.6% | +1,543.9% | -1,304.3% | -7.2% |
| All | +5,760.6% | +1,549.3% | +4,211.3% | +1,018.5% |
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