+18,977.1%
COR vs JBL
+40,269.5%
-21,292.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.2% |
| 7D | +7.8% | +6.3% | +1.5% | +7.2% |
| 30D | +7.0% | -13.5% | +20.5% | +8.3% |
| 3M | +16.3% | -31.3% | +47.6% | +19.8% |
| 6M | +41.3% | -28.4% | +69.7% | +44.5% |
| YTD | +7.1% | +11.6% | -4.5% | +4.6% |
| 1Y | -0.8% | +26.1% | -26.9% | -4.3% |
| 3Y | +85.0% | +97.4% | -12.4% | +68.3% |
| 5Y | +203.9% | +301.0% | -97.1% | +155.7% |
| 10Y | +510.3% | +1,151.1% | -640.8% | +357.0% |
| All | +18,977.1% | +40,269.5% | -21,292.4% | +10,425.6% |
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 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