+69.9%
CNP vs JBL
+410.1%
-340.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.7% | +4.0% | -3.3% | +0.5% |
| 30D | -0.1% | -7.5% | +7.4% | +0.3% |
| 3M | -5.6% | -14.1% | +8.4% | -5.1% |
| 6M | -7.5% | +25.9% | -33.4% | -9.4% |
| YTD | +5.5% | +36.7% | -31.2% | +2.6% |
| 1Y | +8.3% | +49.0% | -40.6% | +4.5% |
| 3Y | +51.8% | +191.8% | -140.0% | +33.6% |
| 5Y | +69.9% | +409.8% | -339.9% | +29.7% |
| All | +69.9% | +410.1% | -340.2% | +29.7% |
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