+278.0%
JBL vs CP
+24.4%
+253.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.0% |
| 7D | -12.3% | +2.8% | -15.1% | -13.6% |
| 30D | -20.2% | +10.2% | -30.4% | -24.3% |
| 3M | -30.6% | +2.4% | -33.0% | -31.7% |
| 6M | -35.8% | +7.7% | -43.4% | -38.9% |
| YTD | +4.9% | +26.0% | -21.1% | -8.5% |
| 1Y | +11.3% | +34.6% | -23.3% | -6.4% |
| 3Y | +89.1% | +26.7% | +62.4% | +60.3% |
| All | +278.0% | +24.4% | +253.6% | +211.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling