+415.5%
CNQ vs JBL
+1,558.3%
-1,142.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -2.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.9% |
| 30D | +6.2% | -13.1% | +19.3% | +11.7% |
| 3M | +12.4% | -15.6% | +28.0% | +18.2% |
| 6M | +9.0% | +24.6% | -15.5% | -5.4% |
| YTD | +52.2% | +39.6% | +12.6% | +24.5% |
| 1Y | +65.0% | +48.6% | +16.4% | +29.5% |
| 3Y | +78.8% | +197.3% | -118.4% | -9.4% |
| 5Y | +286.0% | +413.0% | -127.0% | +35.9% |
| All | +415.5% | +1,558.3% | -1,142.8% | +4.0% |
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