+41,936.4%
JBL vs CP
+9,060.7%
+32,875.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +3.0% | -2.7% | +5.7% | +4.5% |
| 30D | -8.3% | +0.2% | -8.4% | -8.4% |
| 3M | -16.9% | +2.6% | -19.5% | -18.7% |
| 6M | +21.8% | +6.0% | +15.8% | +17.0% |
| YTD | +36.3% | +24.9% | +11.4% | +19.1% |
| 1Y | +49.5% | +20.1% | +29.4% | +33.1% |
| 3Y | +170.6% | +16.4% | +154.2% | +141.5% |
| 5Y | +408.4% | +31.7% | +376.6% | +315.9% |
| 10Y | +1,450.4% | +223.9% | +1,226.5% | +667.4% |
| All | +41,936.4% | +9,060.7% | +32,875.8% | +3,833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling