+1,175.8%
JBL vs CAPR
-99.0%
+1,274.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.6% |
| 7D | +10.0% | +19.1% | -9.1% | +9.6% |
| 30D | -18.2% | +48.8% | -67.1% | -18.8% |
| 3M | -29.0% | +144.4% | -173.4% | -30.4% |
| 6M | -25.9% | -67.5% | +41.7% | -25.5% |
| YTD | +14.1% | -64.5% | +78.6% | +14.4% |
| 1Y | +21.7% | +74.4% | -52.8% | +14.4% |
| 3Y | +103.8% | +265.7% | -161.9% | +84.2% |
| 5Y | +310.0% | +196.0% | +114.0% | +267.8% |
| 10Y | +1,179.2% | -62.4% | +1,241.5% | +997.0% |
| All | +1,175.8% | -99.0% | +1,274.8% | +968.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling