+1,148.2%
JBL vs CRL
+350.3%
+797.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -13.5% | +11.9% | -25.4% | -17.2% |
| 3M | -31.3% | +20.2% | -51.5% | -36.2% |
| 6M | -28.4% | +107.5% | -136.0% | -46.6% |
| YTD | +11.6% | +69.4% | -57.8% | -11.7% |
| 1Y | +26.1% | +99.7% | -73.6% | -6.7% |
| 3Y | +97.4% | +98.8% | -1.4% | +33.8% |
| 5Y | +301.0% | -12.4% | +313.4% | +289.8% |
| All | +1,148.2% | +350.3% | +797.9% | +440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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