+303.4%
CME vs JBL
+1,148.2%
-844.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +3.9% | +6.3% | -2.4% | +3.1% |
| 30D | +11.3% | -13.5% | +24.8% | +13.2% |
| 3M | +19.6% | -31.3% | +50.9% | +25.0% |
| 6M | +8.1% | -28.4% | +36.5% | +11.6% |
| YTD | +20.4% | +11.6% | +8.8% | +14.4% |
| 1Y | +16.5% | +26.1% | -9.6% | +8.2% |
| 3Y | +66.4% | +97.4% | -30.9% | +35.0% |
| 5Y | +74.5% | +301.0% | -226.5% | +11.9% |
| All | +303.4% | +1,148.2% | -844.8% | +79.9% |
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 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