+48.6%
JBL vs CNI
+33.8%
+14.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.8% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | -13.1% | -2.7% | -10.4% | -12.6% |
| 3M | -15.6% | +3.9% | -19.5% | -16.8% |
| 6M | +24.6% | +16.4% | +8.2% | +17.2% |
| YTD | +39.6% | +25.8% | +13.8% | +29.3% |
| 1Y | +48.6% | +32.4% | +16.2% | +39.1% |
| All | +48.6% | +33.8% | +14.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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