+22.3%
CB vs JBL
+49.7%
-27.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -0.6% | +4.4% | -5.0% | -0.1% |
| 30D | -3.9% | -8.4% | +4.5% | -4.8% |
| 3M | +4.9% | -14.2% | +19.1% | +3.6% |
| 6M | +3.3% | +29.6% | -26.3% | +5.9% |
| YTD | +8.5% | +37.1% | -28.6% | +12.1% |
| All | +22.3% | +49.7% | -27.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling