+18,429.3%
COR vs JBL
+41,176.2%
-22,746.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | +10.0% | -7.1% | +2.0% |
| 30D | +5.8% | -18.2% | +24.1% | +7.6% |
| 3M | +11.4% | -29.0% | +40.4% | +14.5% |
| 6M | +34.5% | -25.9% | +60.3% | +37.1% |
| YTD | +4.1% | +14.1% | -10.0% | +1.4% |
| 1Y | -3.1% | +21.7% | -24.8% | -6.3% |
| 3Y | +80.9% | +103.8% | -23.0% | +64.1% |
| 5Y | +195.1% | +310.0% | -114.9% | +147.9% |
| 10Y | +492.7% | +1,179.2% | -686.5% | +343.0% |
| All | +18,429.3% | +41,176.2% | -22,746.9% | +10,104.1% |
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