+183.0%
JBL vs CRS
+620.4%
-437.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -1.9% |
| 7D | -1.0% | -4.1% | +3.1% | +0.5% |
| 30D | -15.1% | -16.6% | +1.5% | -9.3% |
| 3M | -14.0% | -14.3% | +0.2% | -9.2% |
| 6M | +20.6% | +11.6% | +9.0% | +16.0% |
| YTD | +32.9% | +42.6% | -9.7% | +17.8% |
| 1Y | +40.5% | +81.8% | -41.3% | +14.7% |
| All | +183.0% | +620.4% | -437.4% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling