+310.0%
JBL vs CRL
-13.0%
+323.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +10.0% | +8.9% | +1.1% | +7.4% |
| 30D | -18.2% | +14.0% | -32.2% | -21.1% |
| 3M | -29.0% | +19.8% | -48.8% | -32.7% |
| 6M | -25.9% | +102.0% | -127.9% | -39.8% |
| YTD | +14.1% | +70.8% | -56.8% | -4.0% |
| 1Y | +21.7% | +98.7% | -77.1% | -2.3% |
| 3Y | +103.8% | +98.2% | +5.7% | +53.9% |
| 5Y | +310.0% | -11.7% | +321.7% | +328.6% |
| All | +310.0% | -13.0% | +323.0% | +328.6% |
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