+12,364.2%
CSCO vs JBL
+34,886.9%
-22,522.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -5.6% |
| 7D | +1.9% | +6.3% | -4.4% | +0.2% |
| 30D | -15.8% | -13.5% | -2.3% | -12.2% |
| 3M | -15.4% | -31.3% | +15.9% | -6.3% |
| 6M | -5.4% | -28.4% | +23.0% | +3.0% |
| YTD | +26.5% | +11.6% | +14.9% | +20.1% |
| 1Y | +25.9% | +26.1% | -0.2% | +15.3% |
| 3Y | +97.5% | +97.4% | +0.2% | +52.5% |
| 5Y | +93.0% | +301.0% | -208.0% | +18.9% |
| 10Y | +308.6% | +1,151.1% | -842.5% | +73.3% |
| All | +12,364.2% | +34,886.9% | -22,522.7% | +3,171.9% |
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