+1,447.0%
JBL vs CPB
-45.5%
+1,492.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.7% |
| 7D | -1.0% | -5.4% | +4.4% | -0.9% |
| 30D | -15.1% | -7.8% | -7.2% | -15.0% |
| 3M | -14.0% | -6.9% | -7.1% | -14.0% |
| 6M | +20.6% | -12.2% | +32.8% | +21.0% |
| YTD | +32.9% | -21.1% | +54.0% | +34.1% |
| 1Y | +40.5% | -33.5% | +74.0% | +43.5% |
| 3Y | +183.7% | -43.2% | +226.9% | +189.8% |
| 5Y | +388.3% | -40.9% | +429.2% | +392.5% |
| All | +1,447.0% | -45.5% | +1,492.4% | +1,508.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling