+1,125.1%
JBL vs CLBK
+65.5%
+1,059.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | -13.1% | -1.0% | -12.1% | -12.8% |
| 3M | -15.6% | +22.9% | -38.5% | -23.1% |
| 6M | +24.6% | +44.2% | -19.6% | +5.7% |
| YTD | +39.6% | +64.0% | -24.4% | +11.3% |
| 1Y | +48.6% | +65.7% | -17.1% | +17.0% |
| 3Y | +197.3% | +54.1% | +143.2% | +131.0% |
| 5Y | +413.0% | +44.7% | +368.3% | +264.9% |
| All | +1,125.1% | +65.5% | +1,059.7% | +680.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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