+411.3%
JBL vs CP
+34.0%
+377.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +4.4% | +2.4% | +2.0% | +3.2% |
| 30D | -8.4% | -0.5% | -7.9% | -8.2% |
| 3M | -14.2% | +1.4% | -15.6% | -15.3% |
| 6M | +29.6% | +10.3% | +19.3% | +22.1% |
| YTD | +37.1% | +24.3% | +12.8% | +21.0% |
| 1Y | +49.5% | +20.4% | +29.0% | +33.8% |
| 3Y | +192.7% | +21.8% | +170.9% | +155.0% |
| 5Y | +411.3% | +31.5% | +379.8% | +312.4% |
| All | +411.3% | +34.0% | +377.3% | +312.4% |
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