+336.7%
COP vs JBL
+1,148.2%
-811.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | +4.4% | +6.3% | -1.9% | +2.1% |
| 30D | 0.0% | -13.5% | +13.5% | +4.4% |
| 3M | +15.0% | -31.3% | +46.4% | +28.7% |
| 6M | +22.0% | -28.4% | +50.4% | +32.1% |
| YTD | +55.3% | +11.6% | +43.8% | +37.4% |
| 1Y | +64.1% | +26.1% | +38.0% | +37.7% |
| 3Y | +34.1% | +97.4% | -63.3% | -14.7% |
| 5Y | +133.4% | +301.0% | -167.6% | -4.1% |
| All | +336.7% | +1,148.2% | -811.5% | +1.1% |
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 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