+15.3%
JBL vs CART
+51.1%
-35.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.7% |
| 7D | -5.2% | +1.5% | -6.7% | -5.0% |
| 30D | -17.5% | +22.4% | -39.9% | -15.6% |
| 3M | -26.0% | +16.5% | -42.5% | -24.8% |
| 6M | -28.9% | +44.9% | -73.7% | -25.3% |
| YTD | +10.8% | +30.0% | -19.1% | +14.9% |
| All | +15.3% | +51.1% | -35.8% | +19.4% |
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