+7,861.8%
CAH vs JBL
+42,747.1%
-34,885.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.2% | +4.0% | -6.2% | -2.7% |
| 30D | +1.2% | -7.5% | +8.7% | +1.9% |
| 3M | +13.1% | -14.1% | +27.2% | +14.5% |
| 6M | +8.5% | +25.9% | -17.4% | +4.8% |
| YTD | +17.6% | +36.7% | -19.0% | +12.5% |
| 1Y | +60.7% | +49.0% | +11.7% | +51.8% |
| 3Y | +183.2% | +191.8% | -8.6% | +143.5% |
| 5Y | +402.2% | +409.8% | -7.6% | +302.0% |
| 10Y | +302.3% | +1,509.2% | -1,206.9% | +181.2% |
| All | +7,861.8% | +42,747.1% | -34,885.3% | +4,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling