+5.5%
CI vs JBL
-27.1%
+32.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | +6.4% | -17.0% | +23.4% | +3.2% |
| 3M | +10.7% | -27.4% | +38.1% | +5.1% |
| 6M | +5.5% | -29.1% | +34.6% | -0.2% |
| All | +5.5% | -27.1% | +32.6% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling