+2,052.6%
JBL vs CPAY
+1,524.4%
+528.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +4.0% | -2.5% | +6.5% | +5.2% |
| 30D | -7.5% | +1.3% | -8.8% | -8.2% |
| 3M | -14.1% | +13.5% | -27.5% | -20.0% |
| 6M | +25.9% | +24.7% | +1.2% | +10.7% |
| YTD | +36.7% | +34.9% | +1.7% | +14.1% |
| 1Y | +49.0% | +29.7% | +19.3% | +25.7% |
| 3Y | +191.8% | +49.4% | +142.4% | +122.7% |
| 5Y | +409.8% | +53.5% | +356.3% | +276.1% |
| 10Y | +1,509.2% | +152.5% | +1,356.8% | +808.8% |
| All | +2,052.6% | +1,524.4% | +528.3% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling