+1,681.0%
CVS vs JBL
+42,879.2%
-41,198.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +4.4% | -6.0% | -2.0% |
| 30D | +0.4% | -8.4% | +8.8% | +1.1% |
| 3M | -0.4% | -14.2% | +13.7% | +0.7% |
| 6M | +25.1% | +29.6% | -4.5% | +21.4% |
| YTD | +23.9% | +37.1% | -13.2% | +19.3% |
| 1Y | +41.1% | +49.5% | -8.4% | +34.5% |
| 3Y | +63.6% | +192.7% | -129.1% | +44.4% |
| 5Y | +31.5% | +411.3% | -379.8% | +9.3% |
| 10Y | +40.5% | +1,447.6% | -1,407.1% | +4.3% |
| All | +1,681.0% | +42,879.2% | -41,198.2% | +1,004.8% |
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