+108.8%
JCI vs JBL
+390.6%
-281.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | -7.7% | -15.1% | +7.3% | -2.3% |
| 3M | +2.8% | -14.0% | +16.8% | +7.9% |
| 6M | +7.2% | +20.6% | -13.4% | -0.9% |
| YTD | +20.0% | +32.9% | -12.9% | +6.5% |
| 1Y | +33.3% | +40.5% | -7.3% | +15.2% |
| 3Y | +161.3% | +183.7% | -22.4% | +64.9% |
| 5Y | +108.8% | +388.3% | -279.6% | -3.8% |
| All | +108.8% | +390.6% | -281.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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