+224.3%
CTVA vs JBL
+1,124.4%
-900.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -2.1% | +4.4% | -6.5% | -3.3% |
| 30D | +12.0% | -8.4% | +20.5% | +14.3% |
| 3M | +13.5% | -14.2% | +27.6% | +16.9% |
| 6M | +12.1% | +29.6% | -17.5% | -0.2% |
| YTD | +29.0% | +37.1% | -8.1% | +11.9% |
| 1Y | +18.9% | +49.5% | -30.6% | -0.9% |
| 3Y | +78.9% | +192.7% | -113.8% | +8.5% |
| 5Y | +105.2% | +411.3% | -306.1% | -6.6% |
| All | +224.3% | +1,124.4% | -900.2% | -11.5% |
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