+42,174.7%
JBL vs CRS
+8,226.5%
+33,948.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.0% |
| 7D | +4.4% | -3.1% | +7.5% | +5.7% |
| 30D | -8.4% | -19.6% | +11.2% | -0.1% |
| 3M | -14.2% | -8.1% | -6.1% | -11.5% |
| 6M | +29.6% | +18.6% | +11.0% | +20.2% |
| YTD | +37.1% | +45.9% | -8.8% | +16.2% |
| 1Y | +49.5% | +82.5% | -33.0% | +14.2% |
| 3Y | +192.7% | +648.9% | -456.2% | +18.3% |
| 5Y | +411.3% | +1,438.1% | -1,026.8% | +43.3% |
| 10Y | +1,447.6% | +1,327.0% | +120.6% | +279.5% |
| All | +42,174.7% | +8,226.5% | +33,948.2% | +5,684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling