+108.5%
CSCO vs JBL
+189.9%
-81.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | +4.4% | -4.9% | -1.5% |
| 30D | -10.1% | -8.4% | -1.6% | -8.6% |
| 3M | -11.7% | -14.2% | +2.4% | -9.2% |
| 6M | +40.1% | +29.6% | +10.5% | +31.7% |
| YTD | +43.8% | +37.1% | +6.7% | +33.7% |
| 1Y | +66.6% | +49.5% | +17.1% | +51.6% |
| 3Y | +108.5% | +192.7% | -84.2% | +66.5% |
| All | +108.5% | +189.9% | -81.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling