+409.8%
JBL vs CPB
-38.1%
+447.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.2% |
| 7D | +4.0% | -8.0% | +12.0% | +3.0% |
| 30D | -7.5% | -2.4% | -5.1% | -7.7% |
| 3M | -14.1% | +0.5% | -14.6% | -13.8% |
| 6M | +25.9% | -10.5% | +36.3% | +25.5% |
| YTD | +36.7% | -17.5% | +54.2% | +35.8% |
| 1Y | +49.0% | -31.0% | +80.0% | +47.3% |
| 3Y | +191.8% | -40.6% | +232.4% | +183.6% |
| 5Y | +409.8% | -37.7% | +447.5% | +385.8% |
| All | +409.8% | -38.1% | +447.9% | +385.8% |
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