+11.7%
CMI vs JBL
+20.8%
-9.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.8% | -0.9% | -3.6% |
| 7D | -11.2% | -11.1% | -0.1% | -6.5% |
| 30D | -9.8% | -14.1% | +4.2% | -4.0% |
| 3M | -25.5% | -23.9% | -1.6% | -16.9% |
| 6M | -27.7% | -24.1% | -3.6% | -19.5% |
| YTD | -6.6% | +13.5% | -20.1% | -10.8% |
| 1Y | +11.7% | +23.7% | -12.1% | +3.4% |
| All | +11.7% | +20.8% | -9.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling