+14,076.5%
CSCO vs JBL
+42,637.0%
-28,560.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | -10.1% | -8.3% | -1.9% | -8.2% |
| 3M | -15.7% | -16.9% | +1.2% | -11.6% |
| 6M | +36.3% | +21.8% | +14.5% | +27.0% |
| YTD | +43.8% | +36.3% | +7.5% | +29.5% |
| 1Y | +63.9% | +49.5% | +14.4% | +42.6% |
| 3Y | +104.4% | +170.6% | -66.3% | +43.6% |
| 5Y | +111.4% | +408.4% | -297.0% | +21.8% |
| 10Y | +361.7% | +1,450.4% | -1,088.7% | +84.6% |
| All | +14,076.5% | +42,637.0% | -28,560.6% | +3,426.4% |
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