+1,509.2%
JBL vs CP
+224.3%
+1,284.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +4.0% | +0.6% | +3.4% | +3.6% |
| 30D | -7.5% | -0.5% | -7.0% | -7.3% |
| 3M | -14.1% | +0.1% | -14.1% | -14.8% |
| 6M | +25.9% | +7.8% | +18.1% | +19.0% |
| YTD | +36.7% | +22.9% | +13.8% | +18.5% |
| 1Y | +49.0% | +21.3% | +27.7% | +29.8% |
| 3Y | +191.8% | +20.4% | +171.4% | +149.5% |
| 5Y | +409.8% | +34.9% | +374.8% | +292.2% |
| 10Y | +1,509.2% | +233.3% | +1,275.9% | +660.7% |
| All | +1,509.2% | +224.3% | +1,284.9% | +660.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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