+6,367.2%
CI vs JBL
+35,525.4%
-29,158.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +6.4% | -17.0% | +23.4% | +8.6% |
| 3M | +10.7% | -27.4% | +38.1% | +14.5% |
| 6M | +5.5% | -29.1% | +34.6% | +8.8% |
| YTD | +11.4% | +13.6% | -2.2% | +7.6% |
| 1Y | +15.0% | +22.8% | -7.8% | +9.9% |
| 3Y | +9.0% | +103.0% | -94.0% | -4.7% |
| 5Y | +52.0% | +307.4% | -255.4% | +19.7% |
| 10Y | +150.9% | +1,173.9% | -1,023.0% | +69.1% |
| All | +6,367.2% | +35,525.4% | -29,158.3% | +3,163.6% |
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