+1,148.2%
JBL vs CPB
-38.9%
+1,187.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.2% |
| 7D | +6.3% | -1.6% | +7.9% | +6.3% |
| 30D | -13.5% | +19.2% | -32.7% | -13.6% |
| 3M | -31.3% | -0.9% | -30.4% | -31.2% |
| 6M | -28.4% | +15.2% | -43.7% | -28.7% |
| YTD | +11.6% | -13.1% | +24.7% | +12.6% |
| 1Y | +26.1% | -22.4% | +48.6% | +28.1% |
| 3Y | +97.4% | -35.3% | +132.7% | +100.6% |
| 5Y | +301.0% | -33.0% | +334.0% | +302.7% |
| All | +1,148.2% | -38.9% | +1,187.1% | +1,130.4% |
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