+75.1%
CTVA vs JBL
+181.3%
-106.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | -4.7% | -1.0% | -3.6% | -4.6% |
| 30D | +11.1% | -15.1% | +26.2% | +12.9% |
| 3M | +13.7% | -14.0% | +27.8% | +15.1% |
| 6M | +11.2% | +20.6% | -9.4% | +6.3% |
| YTD | +26.9% | +32.9% | -6.0% | +18.9% |
| 1Y | +18.8% | +40.5% | -21.7% | +9.9% |
| All | +75.1% | +181.3% | -106.1% | +41.0% |
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