+1,956.6%
CMCSA vs JBL
+34,886.9%
-32,930.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.8% |
| 7D | +3.2% | +6.3% | -3.2% | +2.1% |
| 30D | +19.5% | -13.5% | +33.0% | +21.8% |
| 3M | -2.4% | -31.3% | +28.9% | +2.7% |
| 6M | +3.8% | -28.4% | +32.3% | +7.8% |
| YTD | -5.4% | +11.6% | -17.0% | -9.4% |
| 1Y | +1.1% | +26.1% | -25.0% | -5.3% |
| 3Y | -27.1% | +97.4% | -124.5% | -38.3% |
| 5Y | -40.3% | +301.0% | -341.3% | -55.7% |
| 10Y | +6.0% | +1,151.1% | -1,145.1% | -36.3% |
| All | +1,956.6% | +34,886.9% | -32,930.4% | +793.6% |
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