+5.6%
CNC vs JBL
+409.3%
-403.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.5% | +1.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.0% |
| 30D | -1.0% | -13.1% | +12.1% | -0.4% |
| 3M | +4.5% | -15.6% | +20.1% | +5.2% |
| 6M | +85.2% | +24.6% | +60.7% | +81.6% |
| YTD | +61.4% | +39.6% | +21.8% | +56.7% |
| 1Y | +94.9% | +48.6% | +46.3% | +87.9% |
| 3Y | 0.0% | +197.3% | -197.3% | -13.7% |
| All | +5.6% | +409.3% | -403.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling