+394.0%
CAH vs JBL
+409.3%
-15.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -1.1% |
| 7D | -5.1% | +2.4% | -7.5% | -5.3% |
| 30D | +0.2% | -13.1% | +13.3% | +1.5% |
| 3M | +6.3% | -15.6% | +21.9% | +7.8% |
| 6M | +9.4% | +24.6% | -15.2% | +5.5% |
| YTD | +15.0% | +39.6% | -24.6% | +9.2% |
| 1Y | +55.4% | +48.6% | +6.8% | +46.3% |
| 3Y | +173.8% | +197.3% | -23.4% | +128.8% |
| All | +394.0% | +409.3% | -15.4% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling