+1,525.1%
JBL vs CPAY
+155.2%
+1,369.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -2.0% | +4.4% | +3.4% |
| 30D | -13.1% | -0.4% | -12.8% | -13.1% |
| 3M | -15.6% | +16.4% | -31.9% | -22.5% |
| 6M | +24.6% | +23.5% | +1.0% | +9.8% |
| YTD | +39.6% | +35.7% | +3.9% | +15.8% |
| 1Y | +48.6% | +30.2% | +18.4% | +24.8% |
| 3Y | +197.3% | +49.7% | +147.5% | +124.4% |
| 5Y | +413.0% | +56.6% | +356.4% | +269.4% |
| All | +1,525.1% | +155.2% | +1,369.9% | +857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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