+19.3%
JCPB price history and return analytics
+149.7%
-130.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.4% | +2.4% | -3.7% | -1.5% |
| 30D | +0.7% | -1.5% | +2.2% | +0.7% |
| 3M | -1.7% | -4.1% | +2.4% | -1.5% |
| 6M | -1.5% | +0.6% | -2.0% | -1.5% |
| YTD | -1.1% | +11.0% | -12.1% | -1.6% |
| 1Y | -0.5% | +13.3% | -13.9% | -1.1% |
| 3Y | +17.5% | +73.4% | -55.9% | +14.8% |
| 5Y | +2.8% | +57.4% | -54.6% | +0.2% |
| All | +19.3% | +149.7% | -130.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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