+56.1%
CDE vs JBL
+1,558.3%
-1,502.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.9% | -1.3% |
| 7D | -3.1% | +2.4% | -5.5% | -4.3% |
| 30D | +9.5% | -13.1% | +22.6% | +16.7% |
| 3M | +25.5% | -15.6% | +41.1% | +34.5% |
| 6M | -7.9% | +24.6% | -32.5% | -18.1% |
| YTD | +15.6% | +39.6% | -24.0% | -3.3% |
| 1Y | +34.0% | +48.6% | -14.6% | +8.6% |
| 3Y | +791.9% | +197.3% | +594.6% | +379.9% |
| 5Y | +197.7% | +413.0% | -215.3% | +18.5% |
| All | +56.1% | +1,558.3% | -1,502.2% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling