+19.6%
CME vs JBL
+20.8%
-1.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +0.7% |
| 7D | +4.8% | -11.1% | +16.0% | +3.2% |
| 30D | +14.2% | -14.1% | +28.2% | +12.1% |
| 3M | +17.9% | -23.9% | +41.9% | +14.3% |
| 6M | +7.2% | -24.1% | +31.3% | +4.6% |
| YTD | +16.7% | +13.5% | +3.3% | +18.0% |
| 1Y | +19.6% | +23.7% | -4.2% | +22.1% |
| All | +19.6% | +20.8% | -1.2% | +22.1% |
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