+54.4%
CVS vs JBL
+195.4%
-141.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | -0.1% | -13.1% | +13.0% | +1.2% |
| 3M | -5.2% | -15.6% | +10.4% | -3.8% |
| 6M | +26.9% | +24.6% | +2.3% | +22.7% |
| YTD | +22.1% | +39.6% | -17.5% | +16.2% |
| 1Y | +30.8% | +48.6% | -17.8% | +23.4% |
| 3Y | +54.4% | +197.3% | -142.9% | +34.4% |
| All | +54.4% | +195.4% | -141.1% | +34.4% |
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 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