+9,844.3%
CMI vs JBL
+42,747.1%
-32,902.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.7% | +4.0% | -3.3% | -0.1% |
| 30D | -12.3% | -7.5% | -4.8% | -10.9% |
| 3M | -16.8% | -14.1% | -2.7% | -14.2% |
| 6M | +1.5% | +25.9% | -24.4% | -3.5% |
| YTD | +9.8% | +36.7% | -26.9% | +2.4% |
| 1Y | +42.6% | +49.0% | -6.4% | +30.2% |
| 3Y | +151.0% | +191.8% | -40.8% | +94.7% |
| 5Y | +167.0% | +409.8% | -242.7% | +83.2% |
| 10Y | +512.2% | +1,509.2% | -997.1% | +226.1% |
| All | +9,844.3% | +42,747.1% | -32,902.8% | +4,254.8% |
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