+420.1%
CORZ vs JBL
+150.4%
+269.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.1% |
| 7D | +8.4% | +3.0% | +5.3% | +6.2% |
| 30D | -17.8% | -8.3% | -9.6% | -13.0% |
| 3M | -35.9% | -16.9% | -19.0% | -27.5% |
| 6M | +12.9% | +21.8% | -8.8% | +1.6% |
| YTD | +22.9% | +36.3% | -13.4% | +3.7% |
| 1Y | +31.4% | +49.5% | -18.2% | +5.1% |
| All | +420.1% | +150.4% | +269.6% | +222.2% |
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