+14.1%
JBL vs CP
+32.8%
-18.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -8.1% | +2.8% | -10.9% | -8.7% |
| 30D | -18.4% | +11.0% | -29.5% | -21.2% |
| 3M | -25.8% | +3.8% | -29.6% | -26.6% |
| 6M | -29.6% | +9.5% | -39.1% | -32.6% |
| YTD | +9.6% | +28.2% | -18.6% | -2.1% |
| 1Y | +14.1% | +33.0% | -18.9% | -1.6% |
| All | +14.1% | +32.8% | -18.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling