+138.8%
JBL vs CART
+40.2%
+98.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +6.3% | +1.3% | +5.1% | +6.2% |
| 30D | -13.5% | +19.2% | -32.7% | -15.4% |
| 3M | -31.3% | +17.6% | -48.9% | -32.9% |
| 6M | -28.4% | +47.4% | -75.8% | -32.5% |
| YTD | +11.6% | +30.9% | -19.3% | +6.7% |
| 1Y | +26.1% | +46.0% | -19.8% | +17.8% |
| 3Y | +97.4% | +130.3% | -33.0% | +67.0% |
| All | +138.8% | +40.2% | +98.6% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling