+103.2%
CB vs JBL
+270.2%
-167.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.8% |
| 7D | +0.2% | -12.3% | +12.6% | +0.5% |
| 30D | +9.1% | -20.2% | +29.2% | +9.6% |
| 3M | +3.4% | -30.6% | +34.0% | +4.3% |
| 6M | +14.1% | -35.8% | +49.9% | +15.3% |
| YTD | +18.0% | +4.9% | +13.1% | +15.5% |
| 1Y | +30.1% | +11.3% | +18.8% | +26.7% |
| 3Y | +71.8% | +89.1% | -17.3% | +53.9% |
| All | +103.2% | +270.2% | -167.0% | +44.4% |
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