+17,451.9%
COR vs JBL
+49,212.0%
-31,760.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +2.8% | +3.0% | -0.3% | +2.5% |
| 30D | +4.5% | -8.3% | +12.8% | +5.2% |
| 3M | +22.7% | -16.9% | +39.6% | +24.2% |
| 6M | -9.7% | +21.8% | -31.5% | -12.2% |
| YTD | -1.4% | +36.3% | -37.7% | -5.2% |
| 1Y | +13.9% | +49.5% | -35.6% | +8.4% |
| 3Y | +94.0% | +170.6% | -76.7% | +71.4% |
| 5Y | +184.0% | +408.4% | -224.4% | +134.4% |
| 10Y | +406.8% | +1,450.4% | -1,043.6% | +273.2% |
| All | +17,451.9% | +49,212.0% | -31,760.1% | +9,437.8% |
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