+6,241.7%
CI vs JBL
+34,654.4%
-28,412.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | 0.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.7% |
| 30D | +4.7% | -17.5% | +22.2% | +6.9% |
| 3M | +5.2% | -26.0% | +31.2% | +8.5% |
| 6M | +3.8% | -28.9% | +32.6% | +7.0% |
| YTD | +9.2% | +10.8% | -1.6% | +5.9% |
| 1Y | +14.3% | +18.3% | -4.1% | +9.7% |
| 3Y | +8.4% | +102.2% | -93.8% | -5.2% |
| 5Y | +50.0% | +303.2% | -253.2% | +18.4% |
| 10Y | +142.2% | +1,152.0% | -1,009.8% | +63.6% |
| All | +6,241.7% | +34,654.4% | -28,412.7% | +3,110.7% |
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