+76.1%
CME vs JBL
+410.1%
-334.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | +4.0% | -4.6% | -0.6% |
| 30D | +4.7% | -7.5% | +12.2% | +4.7% |
| 3M | +7.8% | -14.1% | +21.9% | +7.9% |
| 6M | -11.0% | +25.9% | -36.9% | -11.7% |
| YTD | +4.0% | +36.7% | -32.6% | +2.9% |
| 1Y | +9.1% | +49.0% | -39.9% | +7.4% |
| 3Y | +52.3% | +191.8% | -139.5% | +39.6% |
| 5Y | +76.1% | +409.8% | -333.7% | +39.0% |
| All | +76.1% | +410.1% | -334.0% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling