+86.5%
COR vs JBL
+189.2%
-102.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.9% | +4.0% | -7.9% | -3.7% |
| 30D | -0.3% | -7.5% | +7.2% | -0.6% |
| 3M | +15.9% | -14.1% | +29.9% | +15.5% |
| 6M | -10.3% | +25.9% | -36.1% | -11.1% |
| YTD | -3.7% | +36.7% | -40.4% | -4.6% |
| 1Y | +9.1% | +49.0% | -39.9% | +8.1% |
| All | +86.5% | +189.2% | -102.7% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling