+1,173.9%
JBL vs CAPR
-59.1%
+1,233.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +26.5% | -22.9% | +3.0% |
| 7D | +0.1% | +25.8% | -25.7% | -0.4% |
| 30D | -17.0% | +50.2% | -67.2% | -17.9% |
| 3M | -27.4% | +185.5% | -212.9% | -29.6% |
| 6M | -29.1% | -64.8% | +35.7% | -28.7% |
| YTD | +13.6% | -61.1% | +74.7% | +13.8% |
| 1Y | +22.8% | +81.0% | -58.2% | +12.7% |
| 3Y | +103.0% | +300.7% | -197.7% | +72.6% |
| 5Y | +307.4% | +223.3% | +84.0% | +241.2% |
| 10Y | +1,173.9% | -58.8% | +1,232.7% | +877.0% |
| All | +1,173.9% | -59.1% | +1,233.0% | +877.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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