+1,074.8%
CNP vs JBL
+35,672.7%
-34,597.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.5% | +10.0% | -7.5% | +1.7% |
| 30D | +4.0% | -18.2% | +22.3% | +5.5% |
| 3M | +1.6% | -29.0% | +30.6% | +4.1% |
| 6M | -1.7% | -25.9% | +24.2% | 0.0% |
| YTD | +8.6% | +14.1% | -5.5% | +6.5% |
| 1Y | +5.8% | +21.7% | -15.8% | +3.1% |
| 3Y | +63.0% | +103.8% | -40.8% | +50.3% |
| 5Y | +74.7% | +310.0% | -235.3% | +50.9% |
| 10Y | +143.7% | +1,179.2% | -1,035.5% | +92.2% |
| All | +1,074.8% | +35,672.7% | -34,597.8% | +779.2% |
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 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