+316.1%
CCJ vs JBL
+404.5%
-88.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +4.2% | +4.0% | +0.2% | +2.2% |
| 30D | +3.2% | -7.5% | +10.7% | +6.7% |
| 3M | -1.8% | -14.1% | +12.2% | +4.5% |
| 6M | -13.5% | +25.9% | -39.4% | -23.5% |
| YTD | +9.7% | +36.7% | -26.9% | -6.6% |
| 1Y | +30.0% | +49.0% | -19.0% | +5.9% |
| 3Y | +172.6% | +191.8% | -19.2% | +52.4% |
| All | +316.1% | +404.5% | -88.4% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling