-35.3%
CMCSA vs JBL
+189.2%
-224.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -8.3% | +4.0% | -12.3% | -8.4% |
| 30D | -2.4% | -7.5% | +5.1% | -2.2% |
| 3M | +4.5% | -14.1% | +18.6% | +5.3% |
| 6M | -18.8% | +25.9% | -44.6% | -20.6% |
| YTD | -8.9% | +36.7% | -45.6% | -11.9% |
| 1Y | -18.3% | +49.0% | -67.3% | -22.0% |
| All | -35.3% | +189.2% | -224.5% | -44.5% |
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