+191.7%
JBL vs CART
+21.6%
+170.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +3.0% | +1.0% | +2.0% | +2.9% |
| 30D | -8.3% | +12.6% | -20.9% | -9.8% |
| 3M | -16.9% | +23.1% | -40.0% | -19.5% |
| 6M | +21.8% | +39.5% | -17.8% | +14.4% |
| YTD | +36.3% | +13.5% | +22.8% | +32.9% |
| 1Y | +49.5% | +14.9% | +34.6% | +44.8% |
| All | +191.7% | +21.6% | +170.1% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling