+1,525.1%
JBL vs COPX
+583.8%
+941.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -2.3% | +4.8% | +3.5% |
| 30D | -13.1% | +0.3% | -13.4% | -13.6% |
| 3M | -15.6% | +6.8% | -22.4% | -19.3% |
| 6M | +24.6% | +7.9% | +16.6% | +17.6% |
| YTD | +39.6% | +23.7% | +15.9% | +20.9% |
| 1Y | +48.6% | +71.5% | -22.9% | +7.7% |
| 3Y | +197.3% | +149.1% | +48.2% | +67.4% |
| 5Y | +413.0% | +167.3% | +245.7% | +165.6% |
| All | +1,525.1% | +583.8% | +941.3% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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