+394.2%
COR vs JBL
+1,478.7%
-1,084.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.3% |
| 7D | -4.8% | -1.0% | -3.8% | -4.7% |
| 30D | -3.7% | -15.1% | +11.4% | -1.5% |
| 3M | +14.3% | -14.0% | +28.4% | +16.2% |
| 6M | -8.5% | +20.6% | -29.1% | -13.6% |
| YTD | -4.4% | +32.9% | -37.3% | -11.6% |
| 1Y | +9.1% | +40.5% | -31.4% | -0.6% |
| 3Y | +85.2% | +183.7% | -98.5% | +38.3% |
| 5Y | +180.7% | +388.3% | -207.7% | +75.0% |
| All | +394.2% | +1,478.7% | -1,084.5% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling