+5,625.4%
COF vs JBL
+58,327.9%
-52,702.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.7% | +4.0% | -6.7% | -3.8% |
| 30D | -3.4% | -7.5% | +4.1% | -1.5% |
| 3M | +15.4% | -14.1% | +29.5% | +19.3% |
| 6M | +14.4% | +25.9% | -11.5% | +4.9% |
| YTD | -12.0% | +36.7% | -48.6% | -21.5% |
| 1Y | -3.7% | +49.0% | -52.7% | -16.9% |
| 3Y | +121.1% | +191.8% | -70.7% | +52.8% |
| 5Y | +47.8% | +409.8% | -362.0% | -13.2% |
| 10Y | +250.3% | +1,509.2% | -1,258.9% | +51.1% |
| All | +5,625.4% | +58,327.9% | -52,702.4% | +1,458.1% |
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