-39.7%
CAG vs JBL
+195.4%
-235.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.3% |
| 7D | -5.7% | +2.4% | -8.1% | -5.5% |
| 30D | -2.4% | -13.1% | +10.7% | -3.3% |
| 3M | +9.8% | -15.6% | +25.4% | +8.9% |
| 6M | -10.8% | +24.6% | -35.4% | -9.6% |
| YTD | -10.8% | +39.6% | -50.4% | -9.1% |
| 1Y | -19.0% | +48.6% | -67.6% | -17.1% |
| 3Y | -39.7% | +197.3% | -236.9% | -37.9% |
| All | -39.7% | +195.4% | -235.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling