+7,037.7%
CB vs JBL
+32,800.8%
-25,763.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.9% |
| 7D | +0.2% | -12.3% | +12.6% | +1.8% |
| 30D | +9.1% | -20.2% | +29.2% | +11.9% |
| 3M | +3.4% | -30.6% | +34.0% | +7.7% |
| 6M | +14.1% | -35.8% | +49.9% | +19.2% |
| YTD | +18.0% | +4.9% | +13.1% | +15.0% |
| 1Y | +30.1% | +11.3% | +18.8% | +25.6% |
| 3Y | +71.8% | +89.1% | -17.3% | +50.6% |
| 5Y | +101.8% | +272.1% | -170.2% | +59.3% |
| 10Y | +252.1% | +1,150.2% | -898.0% | +133.3% |
| All | +7,037.7% | +32,800.8% | -25,763.1% | +3,592.3% |
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