+10.7%
CARR vs JBL
+409.3%
-398.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.4% |
| 7D | -3.8% | +2.4% | -6.2% | -4.6% |
| 30D | -8.9% | -13.1% | +4.2% | -4.4% |
| 3M | -17.3% | -15.6% | -1.7% | -12.8% |
| 6M | -1.4% | +24.6% | -26.0% | -9.9% |
| YTD | +10.0% | +39.6% | -29.6% | -4.2% |
| 1Y | -6.4% | +48.6% | -55.0% | -21.0% |
| 3Y | +1.5% | +197.3% | -195.7% | -38.8% |
| All | +10.7% | +409.3% | -398.7% | -51.4% |
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