+49.5%
JBL vs CF
+62.4%
-12.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +0.9% |
| 7D | +3.0% | +6.0% | -3.0% | +4.2% |
| 30D | -8.3% | +14.8% | -23.1% | -5.6% |
| 3M | -16.9% | +14.1% | -31.0% | -14.4% |
| 6M | +21.8% | +28.5% | -6.8% | +21.3% |
| YTD | +36.3% | +74.9% | -38.6% | +27.3% |
| 1Y | +49.5% | +61.7% | -12.2% | +40.4% |
| All | +49.5% | +62.4% | -12.9% | +40.4% |
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