+1,152.0%
JBL vs CF
+546.3%
+605.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -17.5% | +6.9% | -24.5% | -19.4% |
| 3M | -26.0% | +4.8% | -30.8% | -27.7% |
| 6M | -28.9% | +4.7% | -33.5% | -31.3% |
| YTD | +10.8% | +56.5% | -45.6% | -9.2% |
| 1Y | +18.3% | +48.4% | -30.1% | -1.5% |
| 3Y | +102.2% | +59.1% | +43.0% | +58.8% |
| 5Y | +303.2% | +109.5% | +193.7% | +162.7% |
| 10Y | +1,152.0% | +487.0% | +665.1% | +468.9% |
| All | +1,152.0% | +546.3% | +605.8% | +468.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling