+3,464.5%
COP vs JBL
+35,525.4%
-32,061.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -2.0% | +1.2% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | +0.2% | -17.0% | +17.2% | +2.5% |
| 3M | +10.2% | -27.4% | +37.6% | +14.3% |
| 6M | +20.1% | -29.1% | +49.2% | +24.2% |
| YTD | +50.5% | +13.6% | +36.9% | +45.0% |
| 1Y | +56.8% | +22.8% | +34.0% | +49.3% |
| 3Y | +30.3% | +103.0% | -72.7% | +14.0% |
| 5Y | +126.8% | +307.4% | -180.5% | +79.1% |
| 10Y | +325.0% | +1,173.9% | -849.0% | +193.5% |
| All | +3,464.5% | +35,525.4% | -32,061.0% | +2,054.3% |
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 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