+65.2%
CME vs JBL
+104.6%
-39.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.7% | +10.0% | -7.3% | +3.6% |
| 30D | +13.5% | -18.2% | +31.7% | +11.7% |
| 3M | +20.9% | -29.0% | +49.9% | +17.8% |
| 6M | +11.5% | -25.9% | +37.4% | +9.4% |
| YTD | +19.5% | +14.1% | +5.4% | +20.9% |
| 1Y | +17.2% | +21.7% | -4.4% | +19.2% |
| All | +65.2% | +104.6% | -39.5% | +75.0% |
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