+49.5%
JBL vs CRS
+102.1%
-52.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | -8.3% | -16.6% | +8.4% | -1.1% |
| 3M | -16.9% | -3.5% | -13.4% | -15.5% |
| 6M | +21.8% | +15.4% | +6.3% | +14.4% |
| YTD | +36.3% | +51.2% | -14.9% | +17.5% |
| 1Y | +49.5% | +98.3% | -48.8% | +20.4% |
| All | +49.5% | +102.1% | -52.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling