+216.7%
CTVA vs JBL
+1,147.0%
-930.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -2.1% |
| 7D | -4.5% | +2.4% | -6.9% | -5.2% |
| 30D | +11.3% | -13.1% | +24.4% | +15.4% |
| 3M | +12.3% | -15.6% | +27.9% | +16.4% |
| 6M | +7.2% | +24.6% | -17.4% | -3.3% |
| YTD | +26.0% | +39.6% | -13.6% | +8.7% |
| 1Y | +16.0% | +48.6% | -32.6% | -2.9% |
| 3Y | +73.9% | +197.3% | -123.4% | +5.0% |
| 5Y | +103.8% | +413.0% | -309.2% | -7.1% |
| All | +216.7% | +1,147.0% | -930.3% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling