+97.4%
CB vs JBL
+405.9%
-308.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.6% | +4.4% | -5.0% | -0.7% |
| 30D | -3.9% | -8.4% | +4.5% | -3.7% |
| 3M | +4.9% | -14.2% | +19.1% | +5.3% |
| 6M | +3.3% | +29.6% | -26.3% | +1.0% |
| YTD | +8.5% | +37.1% | -28.6% | +5.5% |
| 1Y | +22.1% | +49.5% | -27.4% | +17.6% |
| 3Y | +70.1% | +192.7% | -122.6% | +45.7% |
| 5Y | +97.4% | +411.3% | -314.0% | +39.7% |
| All | +97.4% | +405.9% | -308.5% | +39.7% |
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