+193.3%
COP vs JBL
+410.1%
-216.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | +4.0% | -4.5% | -1.1% |
| 30D | +11.7% | -7.5% | +19.2% | +12.7% |
| 3M | +17.7% | -14.1% | +31.7% | +19.6% |
| 6M | +18.3% | +25.9% | -7.6% | +10.8% |
| YTD | +49.1% | +36.7% | +12.4% | +36.3% |
| 1Y | +53.3% | +49.0% | +4.3% | +36.6% |
| 3Y | +22.2% | +191.8% | -169.6% | -11.6% |
| 5Y | +193.3% | +409.8% | -216.5% | +71.3% |
| All | +193.3% | +410.1% | -216.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling