+64.1%
COP vs JBL
+20.0%
+44.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | +4.4% | +6.3% | -1.9% | +5.0% |
| 30D | 0.0% | -13.5% | +13.5% | -1.4% |
| 3M | +15.0% | -31.3% | +46.4% | +10.8% |
| 6M | +22.0% | -28.4% | +50.4% | +18.8% |
| YTD | +55.3% | +11.6% | +43.8% | +52.6% |
| 1Y | +64.1% | +26.1% | +38.0% | +57.6% |
| All | +64.1% | +20.0% | +44.1% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling