+23.7%
JBL vs CART
+61.3%
-37.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -4.7% |
| 7D | -11.1% | +1.4% | -12.5% | -11.0% |
| 30D | -14.1% | +29.7% | -43.8% | -11.6% |
| 3M | -23.9% | +29.7% | -53.7% | -21.6% |
| 6M | -24.1% | +36.8% | -60.9% | -21.4% |
| YTD | +13.5% | +31.7% | -18.2% | +18.0% |
| 1Y | +23.7% | +62.4% | -38.7% | +29.1% |
| All | +23.7% | +61.3% | -37.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling