+1,103.0%
JBL vs CLBK
+66.9%
+1,036.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | -8.4% | +7.8% | -16.2% | -11.4% |
| 3M | -14.2% | +23.9% | -38.0% | -22.1% |
| 6M | +29.6% | +42.3% | -12.7% | +10.6% |
| YTD | +37.1% | +65.4% | -28.3% | +8.9% |
| 1Y | +49.5% | +70.3% | -20.8% | +16.3% |
| 3Y | +192.7% | +54.5% | +138.2% | +127.3% |
| 5Y | +411.3% | +43.1% | +368.2% | +268.5% |
| All | +1,103.0% | +66.9% | +1,036.1% | +664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling