+5,927.6%
CI vs JBL
+42,637.0%
-36,709.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +1.3% | +3.0% | -1.7% | +0.9% |
| 30D | +4.4% | -8.3% | +12.7% | +5.4% |
| 3M | +0.7% | -16.9% | +17.6% | +2.4% |
| 6M | +0.3% | +21.8% | -21.4% | -3.2% |
| YTD | +3.8% | +36.3% | -32.5% | -1.5% |
| 1Y | -5.5% | +49.5% | -55.0% | -11.8% |
| 3Y | +8.1% | +170.6% | -162.5% | -8.7% |
| 5Y | +42.8% | +408.4% | -365.6% | +9.8% |
| 10Y | +143.9% | +1,450.4% | -1,306.5% | +61.2% |
| All | +5,927.6% | +42,637.0% | -36,709.5% | +2,888.4% |
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