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  • CAG vs JBL✓SelectedUSD · JBLCAG vs JBL performance historyLatest closeAs of-0.98%09/09
Stock and ETF performance explorer

CAG vs JBL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+391.1%
JBL return
+42,747.1%
Excess return
-42,356.0%
Maximum drawdown
-62.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJBLExcessAlpha
1D-1.0%-0.3%-0.7%-1.0%
7D-6.6%+4.0%-10.6%-6.8%
30D+2.3%-7.5%+9.8%+2.6%
3M+16.3%-14.1%+30.4%+16.9%
6M-16.0%+25.9%-41.9%-17.4%
YTD-7.7%+36.7%-44.4%-9.6%
1Y-16.0%+49.0%-65.0%-18.3%
3Y-37.7%+191.8%-229.5%-42.0%
5Y-41.2%+409.8%-451.0%-47.2%
10Y-33.8%+1,509.2%-1,543.0%-44.6%
All+391.1%+42,747.1%-42,356.0%+259.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling