-50.5%
CPNG vs JBL
+409.3%
-459.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -2.0% | +1.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | -7.4% | -13.1% | +5.8% | -3.3% |
| 3M | -12.3% | -15.6% | +3.2% | -8.5% |
| 6M | -19.4% | +24.6% | -44.0% | -28.0% |
| YTD | -35.9% | +39.6% | -75.5% | -45.6% |
| 1Y | -53.4% | +48.6% | -102.0% | -61.8% |
| 3Y | -20.0% | +197.3% | -217.3% | -57.7% |
| All | -50.5% | +409.3% | -459.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling