+7,141.5%
CB vs JBL
+35,525.4%
-28,383.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | +7.3% | -17.0% | +24.3% | +9.6% |
| 3M | +7.0% | -27.4% | +34.4% | +10.8% |
| 6M | +16.3% | -29.1% | +45.4% | +20.1% |
| YTD | +19.7% | +13.6% | +6.1% | +15.4% |
| 1Y | +27.8% | +22.8% | +5.0% | +21.8% |
| 3Y | +72.0% | +103.0% | -31.0% | +49.4% |
| 5Y | +104.9% | +307.4% | -202.5% | +59.8% |
| 10Y | +246.7% | +1,173.9% | -927.2% | +129.0% |
| All | +7,141.5% | +35,525.4% | -28,383.9% | +3,607.4% |
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 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