+3,371.4%
COP vs JBL
+42,637.0%
-39,265.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +3.0% | +3.0% | 0.0% | +2.6% |
| 30D | +17.5% | -8.3% | +25.7% | +18.6% |
| 3M | +13.4% | -16.9% | +30.3% | +15.4% |
| 6M | +17.7% | +21.8% | -4.0% | +13.2% |
| YTD | +46.6% | +36.3% | +10.3% | +38.4% |
| 1Y | +44.6% | +49.5% | -4.9% | +34.4% |
| 3Y | +20.7% | +170.6% | -149.9% | +1.7% |
| 5Y | +185.0% | +408.4% | -223.3% | +119.4% |
| 10Y | +347.0% | +1,450.4% | -1,103.4% | +202.0% |
| All | +3,371.4% | +42,637.0% | -39,265.6% | +1,956.9% |
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