+444.5%
CORZ vs JBL
+151.9%
+292.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.3% |
| 7D | +16.6% | +4.4% | +12.1% | +13.2% |
| 30D | -10.9% | -8.4% | -2.4% | -5.5% |
| 3M | -31.0% | -14.2% | -16.8% | -23.7% |
| 6M | +26.0% | +29.6% | -3.6% | +9.1% |
| YTD | +28.6% | +37.1% | -8.4% | +8.2% |
| 1Y | +34.5% | +49.5% | -15.0% | +7.6% |
| All | +444.5% | +151.9% | +292.6% | +236.1% |
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 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