-5.8%
CI vs JBL
+49.3%
-55.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | -1.1% | +4.0% | -5.1% | -0.9% |
| 30D | +0.5% | -7.5% | +8.0% | +0.1% |
| 3M | -5.2% | -14.1% | +8.9% | -5.6% |
| 6M | +4.3% | +25.9% | -21.6% | +3.1% |
| YTD | +2.8% | +36.7% | -33.9% | +2.9% |
| 1Y | -5.8% | +49.0% | -54.8% | -4.3% |
| All | -5.8% | +49.3% | -55.1% | -4.3% |
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