+274.2%
CME vs JBL
+1,558.3%
-1,284.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | +5.6% | -13.1% | +18.7% | +7.5% |
| 3M | +5.6% | -15.6% | +21.2% | +7.6% |
| 6M | -8.3% | +24.6% | -32.8% | -12.9% |
| YTD | +4.3% | +39.6% | -35.3% | -3.3% |
| 1Y | +9.1% | +48.6% | -39.5% | -0.6% |
| 3Y | +52.1% | +197.3% | -145.2% | +13.8% |
| 5Y | +79.7% | +413.0% | -333.3% | +11.5% |
| All | +274.2% | +1,558.3% | -1,284.1% | +60.6% |
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