-7.1%
CMG vs JBL
+195.4%
-202.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | -0.6% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | +10.9% | -13.1% | +24.0% | +13.2% |
| 3M | +15.8% | -15.6% | +31.4% | +18.2% |
| 6M | +6.9% | +24.6% | -17.6% | -0.2% |
| YTD | -2.2% | +39.6% | -41.8% | -11.1% |
| 1Y | -7.1% | +48.6% | -55.7% | -17.2% |
| 3Y | -7.1% | +197.3% | -204.4% | -29.7% |
| All | -7.1% | +195.4% | -202.6% | -29.7% |
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