+413.7%
JBL vs CRS
+1,363.4%
-949.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.2% | +5.4% |
| 7D | +2.4% | -6.8% | +9.2% | +4.9% |
| 30D | -13.1% | -16.1% | +3.0% | -7.5% |
| 3M | -15.6% | -21.2% | +5.6% | -8.4% |
| 6M | +24.6% | +8.7% | +15.9% | +20.7% |
| YTD | +39.6% | +41.0% | -1.4% | +23.7% |
| 1Y | +48.6% | +82.7% | -34.1% | +20.0% |
| 3Y | +197.3% | +604.8% | -407.5% | +52.0% |
| All | +413.7% | +1,363.4% | -949.7% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling