+3.3%
CI vs JBL
+189.9%
-186.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -2.6% | +4.4% | -7.0% | -2.6% |
| 30D | -2.4% | -8.4% | +6.1% | -2.3% |
| 3M | -4.8% | -14.2% | +9.4% | -4.5% |
| 6M | +2.1% | +29.6% | -27.5% | +0.4% |
| YTD | +1.4% | +37.1% | -35.7% | -0.5% |
| 1Y | -6.8% | +49.5% | -56.3% | -8.9% |
| 3Y | +3.3% | +192.7% | -189.4% | -5.1% |
| All | +3.3% | +189.9% | -186.6% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling