+2,156.7%
JBL vs COPX
+200.8%
+1,955.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | +4.0% | +6.0% | -2.0% | +0.9% |
| 30D | -7.5% | +6.4% | -13.9% | -10.7% |
| 3M | -14.1% | +19.3% | -33.3% | -22.1% |
| 6M | +25.9% | +16.2% | +9.6% | +14.7% |
| YTD | +36.7% | +33.2% | +3.5% | +14.5% |
| 1Y | +49.0% | +90.2% | -41.2% | +3.3% |
| 3Y | +191.8% | +175.7% | +16.1% | +59.0% |
| 5Y | +409.8% | +193.1% | +216.7% | +158.8% |
| 10Y | +1,509.2% | +619.4% | +889.8% | +367.9% |
| All | +2,156.7% | +200.8% | +1,955.9% | +908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling