-5.6%
COST vs JBL
+47.2%
-52.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | +0.8% |
| 7D | -1.2% | +2.4% | -3.6% | -0.9% |
| 30D | -4.7% | -13.1% | +8.4% | -6.1% |
| 3M | -7.1% | -15.6% | +8.5% | -8.1% |
| 6M | -8.5% | +24.6% | -33.1% | -7.6% |
| YTD | +5.4% | +39.6% | -34.2% | +7.1% |
| 1Y | -5.6% | +48.6% | -54.2% | -4.1% |
| All | -5.6% | +47.2% | -52.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling