+1,148.2%
JBL vs CAPR
-65.7%
+1,213.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -2.0% |
| 7D | +6.3% | +5.9% | +0.5% | +6.1% |
| 30D | -13.5% | +44.6% | -58.1% | -14.3% |
| 3M | -31.3% | +126.4% | -157.7% | -33.1% |
| 6M | -28.4% | -68.6% | +40.1% | -27.8% |
| YTD | +11.6% | -67.0% | +78.6% | +12.2% |
| 1Y | +26.1% | +65.2% | -39.0% | +15.9% |
| 3Y | +97.4% | +235.6% | -138.2% | +68.4% |
| 5Y | +301.0% | +175.4% | +125.6% | +236.9% |
| All | +1,148.2% | -65.7% | +1,213.9% | +847.3% |
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