+813.2%
JBL vs CRL
+1,379.5%
-566.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.2% |
| 7D | +3.0% | -1.0% | +4.1% | +3.4% |
| 30D | -8.3% | +10.7% | -18.9% | -12.0% |
| 3M | -16.9% | +55.3% | -72.2% | -31.0% |
| 6M | +21.8% | +60.7% | -38.9% | -2.1% |
| YTD | +36.3% | +44.6% | -8.3% | +13.4% |
| 1Y | +49.5% | +77.7% | -28.2% | +12.9% |
| 3Y | +170.6% | +37.6% | +133.0% | +110.7% |
| 5Y | +408.4% | -35.8% | +444.2% | +426.2% |
| 10Y | +1,450.4% | +241.7% | +1,208.6% | +641.9% |
| All | +813.2% | +1,379.5% | -566.3% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling