+73.8%
CNP vs JBL
+310.5%
-236.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +5.0% | -17.0% | +22.1% | +5.9% |
| 3M | +2.7% | -27.4% | +30.0% | +4.0% |
| 6M | -1.9% | -29.1% | +27.2% | -0.6% |
| YTD | +8.8% | +13.6% | -4.9% | +6.5% |
| 1Y | +5.6% | +22.8% | -17.1% | +2.8% |
| 3Y | +63.2% | +103.0% | -39.8% | +48.6% |
| 5Y | +73.8% | +307.4% | -233.6% | +32.9% |
| All | +73.8% | +310.5% | -236.7% | +32.9% |
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