+132.5%
CNP vs JBL
+1,478.7%
-1,346.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.1% |
| 7D | -2.2% | -1.0% | -1.1% | -2.0% |
| 30D | -2.1% | -15.1% | +13.0% | +1.0% |
| 3M | -7.9% | -14.0% | +6.1% | -5.9% |
| 6M | -8.3% | +20.6% | -28.9% | -13.8% |
| YTD | +3.8% | +32.9% | -29.1% | -4.9% |
| 1Y | +5.9% | +40.5% | -34.7% | -5.0% |
| 3Y | +49.3% | +183.7% | -134.5% | +5.0% |
| 5Y | +69.3% | +388.3% | -319.1% | -4.4% |
| All | +132.5% | +1,478.7% | -1,346.1% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling