-70.0%
CPNG vs JBL
+589.1%
-659.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -7.6% | +4.0% | -11.6% | -8.8% |
| 30D | -8.8% | -7.5% | -1.3% | -7.0% |
| 3M | -7.2% | -14.1% | +6.8% | -3.7% |
| 6M | -21.5% | +25.9% | -47.4% | -29.9% |
| YTD | -37.4% | +36.7% | -74.1% | -46.1% |
| 1Y | -54.3% | +49.0% | -103.3% | -62.4% |
| 3Y | -20.3% | +191.8% | -212.1% | -55.7% |
| 5Y | -51.2% | +409.8% | -461.0% | -82.7% |
| All | -70.0% | +589.1% | -659.1% | -88.2% |
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