+124.3%
CEG vs JBL
+96.6%
+27.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.4% |
| 7D | +1.7% | -8.1% | +9.7% | +6.2% |
| 30D | -10.2% | -18.4% | +8.3% | -0.4% |
| 3M | -0.8% | -25.8% | +24.9% | +14.6% |
| 6M | -11.5% | -29.6% | +18.1% | +3.5% |
| YTD | -23.9% | +9.6% | -33.5% | -32.2% |
| 1Y | -25.4% | +14.1% | -39.5% | -35.3% |
| All | +124.3% | +96.6% | +27.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling