+3.5%
COR vs JBL
+20.8%
-17.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.8% | +8.8% | +3.5% |
| 7D | +9.1% | -11.1% | +20.3% | +8.1% |
| 30D | +12.4% | -14.1% | +26.5% | +11.1% |
| 3M | +15.8% | -23.9% | +39.7% | +13.3% |
| 6M | +17.1% | -24.1% | +41.2% | +15.0% |
| YTD | +5.4% | +13.5% | -8.0% | -4.0% |
| 1Y | +3.5% | +23.7% | -20.2% | -6.2% |
| All | +3.5% | +20.8% | -17.3% | -6.2% |
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