+1,583.6%
CCJ vs JBL
+36,015.8%
-34,432.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.7% | +3.0% | -2.3% | +0.1% |
| 30D | +6.9% | -8.3% | +15.1% | +8.6% |
| 3M | -11.6% | -16.9% | +5.3% | -8.5% |
| 6M | -16.2% | +21.8% | -38.0% | -19.4% |
| YTD | +10.1% | +36.3% | -26.2% | +3.6% |
| 1Y | +32.3% | +49.5% | -17.2% | +22.2% |
| 3Y | +171.3% | +170.6% | +0.7% | +121.0% |
| 5Y | +372.4% | +408.4% | -36.0% | +243.2% |
| 10Y | +1,070.0% | +1,450.4% | -380.4% | +591.1% |
| All | +1,583.6% | +36,015.8% | -34,432.2% | +629.2% |
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 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