+142.8%
CI vs JBL
+1,148.2%
-1,005.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | +1.2% | +6.3% | -5.2% | -0.2% |
| 30D | +2.6% | -13.5% | +16.1% | +5.3% |
| 3M | +7.4% | -31.3% | +38.8% | +15.4% |
| 6M | -0.1% | -28.4% | +28.3% | +5.1% |
| YTD | +9.7% | +11.6% | -1.8% | +1.9% |
| 1Y | +12.1% | +26.1% | -14.0% | +0.7% |
| 3Y | +7.0% | +97.4% | -90.3% | -20.8% |
| 5Y | +49.7% | +301.0% | -251.3% | -18.3% |
| All | +142.8% | +1,148.2% | -1,005.4% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling