-46.8%
CPNG vs JBL
+52.3%
-99.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -7.4% | +3.0% | -10.5% | -7.8% |
| 30D | -4.4% | -8.3% | +3.8% | -3.6% |
| 3M | -7.5% | -16.9% | +9.4% | -6.6% |
| 6M | -19.9% | +21.8% | -41.7% | -24.3% |
| YTD | -35.2% | +36.3% | -71.5% | -39.7% |
| 1Y | -46.8% | +49.5% | -96.3% | -50.9% |
| All | -46.8% | +52.3% | -99.1% | -50.9% |
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