+223.5%
CB vs JBL
+1,455.1%
-1,231.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.5% | +4.0% | -4.5% | -1.2% |
| 30D | -3.1% | -7.5% | +4.4% | -2.0% |
| 3M | +4.2% | -14.1% | +18.2% | +6.1% |
| 6M | +4.7% | +25.9% | -21.2% | -2.0% |
| YTD | +8.8% | +36.7% | -27.8% | -0.5% |
| 1Y | +22.6% | +49.0% | -26.4% | +9.2% |
| 3Y | +70.6% | +191.8% | -121.2% | +20.5% |
| 5Y | +99.4% | +409.8% | -310.3% | +13.4% |
| 10Y | +223.5% | +1,509.2% | -1,285.8% | +30.4% |
| All | +223.5% | +1,455.1% | -1,231.7% | +30.4% |
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 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