-25.9%
CCJ vs JBL
+20.8%
-46.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +1.5% |
| 7D | -14.5% | -11.1% | -3.4% | -8.5% |
| 30D | -18.1% | -14.1% | -4.0% | -10.7% |
| 3M | -23.0% | -23.9% | +0.9% | -11.4% |
| 6M | -39.4% | -24.1% | -15.3% | -31.2% |
| YTD | -21.7% | +13.5% | -35.1% | -33.1% |
| 1Y | -25.9% | +23.7% | -49.6% | -41.0% |
| All | -25.9% | +20.8% | -46.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling