-43.5%
CAG vs JBL
+409.3%
-452.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.5% |
| 7D | -5.7% | +2.4% | -8.1% | -5.6% |
| 30D | -2.4% | -13.1% | +10.7% | -2.7% |
| 3M | +9.8% | -15.6% | +25.4% | +9.6% |
| 6M | -10.8% | +24.6% | -35.4% | -10.9% |
| YTD | -10.8% | +39.6% | -50.4% | -10.9% |
| 1Y | -19.0% | +48.6% | -67.6% | -19.1% |
| 3Y | -39.7% | +197.3% | -236.9% | -41.8% |
| All | -43.5% | +409.3% | -452.8% | -49.7% |
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