-10.0%
CEG vs JBL
+47.2%
-57.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.5% | -2.3% |
| 7D | -4.8% | +2.4% | -7.2% | -5.6% |
| 30D | +2.3% | -13.1% | +15.4% | +7.7% |
| 3M | +15.6% | -15.6% | +31.2% | +22.4% |
| 6M | -5.0% | +24.6% | -29.6% | -17.5% |
| YTD | -19.0% | +39.6% | -58.6% | -34.2% |
| 1Y | -10.0% | +48.6% | -58.6% | -29.9% |
| All | -10.0% | +47.2% | -57.1% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling