+67.2%
CAH vs JBL
+52.3%
+14.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +5.4% | +3.0% | +2.4% | +5.2% |
| 30D | +3.3% | -8.3% | +11.6% | +3.7% |
| 3M | +22.8% | -16.9% | +39.7% | +24.0% |
| 6M | +11.3% | +21.8% | -10.5% | +6.3% |
| YTD | +21.1% | +36.3% | -15.2% | +14.2% |
| 1Y | +67.2% | +49.5% | +17.7% | +56.3% |
| All | +67.2% | +52.3% | +14.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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