+626.9%
CEG vs JBL
+354.7%
+272.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.3% | +4.0% | -2.7% | -0.4% |
| 30D | +8.8% | -7.5% | +16.3% | +12.2% |
| 3M | +17.0% | -14.1% | +31.0% | +23.2% |
| 6M | -8.7% | +25.9% | -34.6% | -20.6% |
| YTD | -16.4% | +36.7% | -53.1% | -30.2% |
| 1Y | -1.8% | +49.0% | -50.7% | -21.5% |
| 3Y | +175.8% | +191.8% | -16.0% | +66.0% |
| All | +626.9% | +354.7% | +272.3% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling