+413.7%
JBL vs CLBK
+43.5%
+370.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -1.5% | +3.9% | +2.8% |
| 30D | -13.1% | -1.0% | -12.1% | -12.9% |
| 3M | -15.6% | +22.9% | -38.5% | -19.7% |
| 6M | +24.6% | +44.2% | -19.6% | +14.2% |
| YTD | +39.6% | +64.0% | -24.4% | +23.9% |
| 1Y | +48.6% | +65.7% | -17.1% | +31.2% |
| 3Y | +197.3% | +54.1% | +143.2% | +162.1% |
| All | +413.7% | +43.5% | +370.2% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling