+1,237.8%
JBL vs CF
+5,948.3%
-4,710.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.5% |
| 7D | +3.0% | +6.0% | -3.0% | +1.1% |
| 30D | -8.3% | +14.8% | -23.1% | -12.4% |
| 3M | -16.9% | +14.1% | -31.0% | -21.0% |
| 6M | +21.8% | +28.5% | -6.8% | +8.2% |
| YTD | +36.3% | +74.9% | -38.6% | +9.3% |
| 1Y | +49.5% | +61.7% | -12.2% | +22.4% |
| 3Y | +170.6% | +80.3% | +90.3% | +108.0% |
| 5Y | +408.4% | +226.0% | +182.4% | +201.3% |
| 10Y | +1,450.4% | +569.9% | +880.5% | +577.3% |
| All | +1,237.8% | +5,948.3% | -4,710.5% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling