+45.9%
CSCO vs JBL
+20.8%
+25.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.5% | +1.9% |
| 7D | -6.1% | -11.1% | +5.1% | -3.0% |
| 30D | -8.2% | -14.1% | +5.9% | -4.5% |
| 3M | -14.6% | -23.9% | +9.4% | -8.8% |
| 6M | +12.7% | -24.1% | +36.8% | +20.0% |
| YTD | +37.0% | +13.5% | +23.5% | +31.8% |
| 1Y | +45.9% | +23.7% | +22.2% | +40.0% |
| All | +45.9% | +20.8% | +25.1% | +40.0% |
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