+22.2%
CCJ vs JBL
+40.1%
-17.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -1.4% |
| 7D | -3.2% | -1.0% | -2.2% | -2.6% |
| 30D | -1.3% | -15.1% | +13.7% | +7.9% |
| 3M | +2.5% | -14.0% | +16.6% | +9.6% |
| 6M | -18.9% | +20.6% | -39.5% | -29.4% |
| YTD | +6.5% | +32.9% | -26.4% | -12.6% |
| All | +22.2% | +40.1% | -17.9% | -4.1% |
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