+6,559.4%
CB vs JBL
+42,637.0%
-36,077.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.5% | +3.0% | -2.5% | +0.1% |
| 30D | -3.1% | -8.3% | +5.2% | -2.2% |
| 3M | +9.0% | -16.9% | +25.9% | +10.8% |
| 6M | +2.9% | +21.8% | -18.9% | -0.9% |
| YTD | +10.1% | +36.3% | -26.2% | +4.2% |
| 1Y | +22.8% | +49.5% | -26.7% | +14.3% |
| 3Y | +73.8% | +170.6% | -96.8% | +45.6% |
| 5Y | +99.2% | +408.4% | -309.2% | +51.5% |
| 10Y | +218.2% | +1,450.4% | -1,232.2% | +105.8% |
| All | +6,559.4% | +42,637.0% | -36,077.6% | +3,246.5% |
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