+391.1%
CAG vs JBL
+42,747.1%
-42,356.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 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