+118.1%
COF vs JBL
+195.4%
-77.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.5% | -0.9% |
| 7D | -5.1% | +2.4% | -7.6% | -5.8% |
| 30D | -6.0% | -13.1% | +7.1% | -2.4% |
| 3M | +14.8% | -15.6% | +30.4% | +19.5% |
| 6M | +15.3% | +24.6% | -9.2% | +4.2% |
| YTD | -13.0% | +39.6% | -52.7% | -24.6% |
| 1Y | -5.7% | +48.6% | -54.3% | -20.7% |
| 3Y | +118.1% | +197.3% | -79.1% | +47.2% |
| All | +118.1% | +195.4% | -77.3% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling