+192.7%
JBL vs CAPR
+42.0%
+150.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +4.4% | -9.5% | +13.9% | +4.5% |
| 30D | -8.4% | +121.5% | -130.0% | -9.0% |
| 3M | -14.2% | -65.4% | +51.2% | -13.8% |
| 6M | +29.6% | -67.5% | +97.1% | +30.2% |
| YTD | +37.1% | -68.6% | +105.7% | +37.7% |
| 1Y | +49.5% | +42.7% | +6.8% | +47.0% |
| 3Y | +192.7% | +43.4% | +149.3% | +181.9% |
| All | +192.7% | +42.0% | +150.7% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling