+50.9%
CME vs JBL
+189.2%
-138.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.1% | +4.0% | -5.1% | -0.8% |
| 30D | +4.2% | -7.5% | +11.7% | +3.7% |
| 3M | +7.3% | -14.1% | +21.4% | +6.5% |
| 6M | -11.4% | +25.9% | -37.3% | -9.9% |
| YTD | +3.5% | +36.7% | -33.1% | +5.7% |
| 1Y | +8.6% | +49.0% | -40.4% | +11.5% |
| All | +50.9% | +189.2% | -138.3% | +57.4% |
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 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