+114.8%
CSCO vs JBL
+410.1%
-295.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | 0.0% | +4.0% | -4.0% | -1.1% |
| 30D | -10.7% | -7.5% | -3.2% | -9.1% |
| 3M | -8.7% | -14.1% | +5.3% | -5.5% |
| 6M | +44.9% | +25.9% | +19.0% | +34.3% |
| YTD | +44.1% | +36.7% | +7.5% | +30.5% |
| 1Y | +65.9% | +49.0% | +16.9% | +45.6% |
| 3Y | +109.0% | +191.8% | -82.8% | +43.2% |
| 5Y | +114.8% | +409.8% | -295.0% | +12.7% |
| All | +114.8% | +410.1% | -295.3% | +12.7% |
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