+293.1%
JBL vs CPB
-33.0%
+326.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.3% |
| 7D | -8.1% | +2.9% | -10.9% | -7.6% |
| 30D | -18.4% | +17.6% | -36.0% | -16.3% |
| 3M | -25.8% | +2.0% | -27.8% | -25.1% |
| 6M | -29.6% | +11.6% | -41.3% | -28.2% |
| YTD | +9.6% | -13.8% | +23.4% | +10.2% |
| 1Y | +14.1% | -21.6% | +35.6% | +14.3% |
| 3Y | +95.9% | -35.8% | +131.7% | +91.8% |
| All | +293.1% | -33.0% | +326.1% | +264.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling