+23.7%
JBL vs CPB
-18.4%
+42.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.9% | -10.8% | -2.6% |
| 7D | -11.1% | +13.0% | -24.1% | -6.8% |
| 30D | -14.1% | +20.5% | -34.6% | -7.5% |
| 3M | -23.9% | +2.2% | -26.1% | -22.2% |
| 6M | -24.1% | +15.4% | -39.5% | -19.1% |
| YTD | +13.5% | -12.3% | +25.8% | +14.2% |
| 1Y | +23.7% | -18.0% | +41.7% | +22.8% |
| All | +23.7% | -18.4% | +42.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling