+1,176.2%
JBL vs CPB
-40.8%
+1,217.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +10.0% | -5.8% | +15.8% | +9.9% |
| 30D | -18.2% | +16.5% | -34.7% | -18.3% |
| 3M | -29.0% | -1.1% | -27.9% | -28.9% |
| 6M | -25.9% | +11.5% | -37.3% | -26.2% |
| YTD | +14.1% | -15.7% | +29.8% | +15.1% |
| 1Y | +21.7% | -24.7% | +46.3% | +23.6% |
| 3Y | +103.8% | -37.3% | +141.1% | +107.2% |
| 5Y | +310.0% | -35.0% | +345.0% | +311.7% |
| All | +1,176.2% | -40.8% | +1,217.0% | +1,157.7% |
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