+5,556.5%
CNQ vs JBL
+746.1%
+4,810.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.8% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +6.2% | -13.1% | +19.3% | +9.6% |
| 3M | +12.4% | -15.6% | +28.0% | +16.0% |
| 6M | +9.0% | +24.6% | -15.5% | +0.7% |
| YTD | +52.2% | +39.6% | +12.6% | +36.1% |
| 1Y | +65.0% | +48.6% | +16.4% | +44.4% |
| 3Y | +78.8% | +197.3% | -118.4% | +26.1% |
| 5Y | +286.0% | +413.0% | -127.0% | +133.5% |
| 10Y | +420.7% | +1,543.9% | -1,123.2% | +141.2% |
| All | +5,556.5% | +746.1% | +4,810.5% | +2,085.2% |
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