+414.1%
CARR vs JBL
+1,580.9%
-1,166.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -4.1% | -1.0% | -3.1% | -3.7% |
| 30D | -11.0% | -15.1% | +4.1% | -5.4% |
| 3M | -16.4% | -14.0% | -2.3% | -12.1% |
| 6M | -2.4% | +20.6% | -23.0% | -10.5% |
| YTD | +8.4% | +32.9% | -24.5% | -5.1% |
| 1Y | -8.0% | +40.5% | -48.5% | -22.1% |
| 3Y | +0.6% | +183.7% | -183.2% | -40.7% |
| 5Y | +7.7% | +388.3% | -380.6% | -52.7% |
| All | +414.1% | +1,580.9% | -1,166.9% | +37.3% |
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 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