+4,369.3%
CNC vs JBL
+1,273.3%
+3,096.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.9% | +4.0% | -8.9% | -5.7% |
| 30D | -3.8% | -7.5% | +3.7% | -2.4% |
| 3M | -3.2% | -14.1% | +10.8% | -0.9% |
| 6M | +47.9% | +25.9% | +22.0% | +37.8% |
| YTD | +55.7% | +36.7% | +19.0% | +41.5% |
| 1Y | +106.2% | +49.0% | +57.3% | +82.6% |
| 3Y | -2.1% | +191.8% | -193.8% | -29.9% |
| 5Y | +3.4% | +409.8% | -406.4% | -37.1% |
| 10Y | +91.7% | +1,509.2% | -1,417.6% | -15.6% |
| All | +4,369.3% | +1,273.3% | +3,096.0% | +1,344.5% |
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 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