+3,994.3%
CMG vs JBL
+904.2%
+3,090.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.5% | +4.0% | -10.5% | -7.5% |
| 30D | +12.1% | -7.5% | +19.6% | +14.0% |
| 3M | +20.6% | -14.1% | +34.6% | +24.0% |
| 6M | +2.1% | +25.9% | -23.8% | -6.7% |
| YTD | -2.6% | +36.7% | -39.3% | -13.4% |
| 1Y | -8.7% | +49.0% | -57.7% | -21.3% |
| 3Y | -7.4% | +191.8% | -199.2% | -36.7% |
| 5Y | -5.7% | +409.8% | -415.4% | -45.5% |
| 10Y | +322.3% | +1,509.2% | -1,186.9% | +69.7% |
| All | +3,994.3% | +904.2% | +3,090.1% | +1,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling