+122.2%
CMS vs JBL
+1,455.1%
-1,332.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.2% | +4.0% | -3.8% | -0.1% |
| 30D | -1.3% | -7.5% | +6.2% | -0.7% |
| 3M | -5.4% | -14.1% | +8.7% | -4.5% |
| 6M | -10.3% | +25.9% | -36.2% | -12.9% |
| YTD | -0.2% | +36.7% | -36.9% | -3.9% |
| 1Y | -0.9% | +49.0% | -49.9% | -5.6% |
| 3Y | +34.0% | +191.8% | -157.8% | +15.7% |
| 5Y | +23.6% | +409.8% | -386.2% | -3.5% |
| 10Y | +122.2% | +1,509.2% | -1,387.0% | +38.4% |
| All | +122.2% | +1,455.1% | -1,332.9% | +38.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling