+287.5%
CAH vs JBL
+1,558.3%
-1,270.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -1.7% |
| 7D | -5.1% | +2.4% | -7.5% | -5.6% |
| 30D | +0.2% | -13.1% | +13.3% | +3.0% |
| 3M | +6.3% | -15.6% | +21.9% | +9.3% |
| 6M | +9.4% | +24.6% | -15.2% | +2.0% |
| YTD | +15.0% | +39.6% | -24.6% | +4.0% |
| 1Y | +55.4% | +48.6% | +6.8% | +37.8% |
| 3Y | +173.8% | +197.3% | -23.4% | +92.7% |
| 5Y | +395.2% | +413.0% | -17.8% | +184.1% |
| All | +287.5% | +1,558.3% | -1,270.9% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling