+41,936.4%
JBL vs CPB
+200.0%
+41,736.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.1% |
| 7D | +3.0% | -8.6% | +11.6% | +4.6% |
| 30D | -8.3% | -7.2% | -1.0% | -7.2% |
| 3M | -16.9% | +0.9% | -17.8% | -17.7% |
| 6M | +21.8% | -11.8% | +33.6% | +23.3% |
| YTD | +36.3% | -19.4% | +55.7% | +40.1% |
| 1Y | +49.5% | -30.4% | +79.9% | +57.8% |
| 3Y | +170.6% | -40.2% | +210.8% | +188.3% |
| 5Y | +408.4% | -39.5% | +447.9% | +433.8% |
| 10Y | +1,450.4% | -47.4% | +1,497.8% | +1,527.4% |
| All | +41,936.4% | +200.0% | +41,736.4% | +43,494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling