+1,509.2%
JBL vs CAPR
-77.3%
+1,586.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | +4.0% | -12.6% | +16.6% | +4.3% |
| 30D | -7.5% | +124.4% | -131.9% | -9.5% |
| 3M | -14.1% | -66.8% | +52.7% | -13.2% |
| 6M | +25.9% | -71.8% | +97.7% | +27.5% |
| YTD | +36.7% | -70.1% | +106.7% | +38.1% |
| 1Y | +49.0% | +33.3% | +15.7% | +37.8% |
| 3Y | +191.8% | +36.7% | +155.1% | +156.7% |
| 5Y | +409.8% | +72.5% | +337.3% | +335.9% |
| 10Y | +1,509.2% | -77.3% | +1,586.5% | +1,163.1% |
| All | +1,509.2% | -77.3% | +1,586.5% | +1,163.1% |
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