+192.7%
JBL vs CPB
-40.5%
+233.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +1.0% |
| 7D | +4.4% | -8.2% | +12.6% | +2.5% |
| 30D | -8.4% | -5.6% | -2.9% | -9.5% |
| 3M | -14.2% | +3.0% | -17.1% | -13.3% |
| 6M | +29.6% | -12.7% | +42.3% | +27.7% |
| YTD | +37.1% | -18.0% | +55.1% | +34.1% |
| 1Y | +49.5% | -31.7% | +81.2% | +42.8% |
| 3Y | +192.7% | -41.0% | +233.6% | +173.4% |
| All | +192.7% | -40.5% | +233.2% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling