+3,578.8%
COP vs JBL
+34,886.9%
-31,308.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +4.4% | +6.3% | -1.9% | +3.5% |
| 30D | 0.0% | -13.5% | +13.5% | +1.7% |
| 3M | +15.0% | -31.3% | +46.4% | +20.2% |
| 6M | +22.0% | -28.4% | +50.4% | +26.0% |
| YTD | +55.3% | +11.6% | +43.8% | +50.0% |
| 1Y | +64.1% | +26.1% | +38.0% | +55.8% |
| 3Y | +34.1% | +97.4% | -63.3% | +17.7% |
| 5Y | +133.4% | +301.0% | -167.6% | +84.7% |
| 10Y | +338.6% | +1,151.1% | -812.5% | +203.6% |
| All | +3,578.8% | +34,886.9% | -31,308.2% | +2,128.4% |
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