+137.2%
JBL vs CART
+39.2%
+98.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | -17.5% | +22.4% | -39.9% | -19.6% |
| 3M | -26.0% | +16.5% | -42.5% | -27.6% |
| 6M | -28.9% | +44.9% | -73.7% | -32.8% |
| YTD | +10.8% | +30.0% | -19.1% | +6.1% |
| 1Y | +18.3% | +59.1% | -40.8% | +8.4% |
| 3Y | +102.2% | +138.8% | -36.6% | +70.7% |
| All | +137.2% | +39.2% | +98.0% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling