+402.2%
JBL vs CRL
-37.4%
+439.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +4.0% | -4.6% | +8.6% | +5.3% |
| 30D | -7.5% | +0.5% | -8.0% | -7.7% |
| 3M | -14.1% | +46.6% | -60.7% | -22.9% |
| 6M | +25.9% | +57.3% | -31.4% | +9.4% |
| YTD | +36.7% | +39.5% | -2.9% | +22.3% |
| 1Y | +49.0% | +76.9% | -27.9% | +23.3% |
| 3Y | +191.8% | +39.4% | +152.4% | +147.9% |
| All | +402.2% | -37.4% | +439.6% | +385.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling