-11.8%
CAG vs JBL
+52.3%
-64.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.7% |
| 7D | -3.8% | +3.0% | -6.8% | -3.3% |
| 30D | +3.1% | -8.3% | +11.4% | +2.1% |
| 3M | +23.5% | -16.9% | +40.4% | +21.0% |
| 6M | -14.8% | +21.8% | -36.6% | -12.5% |
| YTD | -5.4% | +36.3% | -41.7% | -1.6% |
| 1Y | -11.8% | +49.5% | -61.3% | -6.9% |
| All | -11.8% | +52.3% | -64.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling