+165.0%
CMI vs JBL
+409.3%
-244.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | -0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | -12.4% | -13.1% | +0.7% | -7.9% |
| 3M | -14.8% | -15.6% | +0.8% | -9.9% |
| 6M | +0.8% | +24.6% | -23.8% | -7.2% |
| YTD | +10.2% | +39.6% | -29.4% | -2.7% |
| 1Y | +37.4% | +48.6% | -11.2% | +18.1% |
| 3Y | +153.3% | +197.3% | -44.0% | +61.6% |
| All | +165.0% | +409.3% | -244.3% | +25.7% |
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 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