+1,424.2%
JBL vs CAPR
-99.1%
+1,523.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.1% |
| 30D | -8.3% | +139.2% | -147.4% | -9.9% |
| 3M | -16.9% | -66.4% | +49.5% | -16.3% |
| 6M | +21.8% | -63.1% | +84.9% | +22.3% |
| YTD | +36.3% | -67.4% | +103.7% | +37.1% |
| 1Y | +49.5% | +58.2% | -8.7% | +40.9% |
| 3Y | +170.6% | +42.2% | +128.4% | +149.1% |
| 5Y | +408.4% | +87.3% | +321.1% | +360.7% |
| 10Y | +1,450.4% | -75.3% | +1,525.7% | +1,237.1% |
| All | +1,424.2% | -99.1% | +1,523.3% | +1,181.1% |
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 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