+23.7%
JBL vs CF
+35.9%
-12.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | -5.8% |
| 7D | -11.1% | -6.9% | -4.3% | -12.4% |
| 30D | -14.1% | -3.7% | -10.3% | -14.7% |
| 3M | -23.9% | -5.0% | -19.0% | -24.4% |
| 6M | -24.1% | -10.5% | -13.6% | -25.2% |
| YTD | +13.5% | +46.5% | -33.0% | -0.7% |
| 1Y | +23.7% | +34.8% | -11.1% | +10.9% |
| All | +23.7% | +35.9% | -12.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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