+24.1%
CMS vs JBL
+405.9%
-381.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +1.2% | +4.4% | -3.2% | +1.2% |
| 30D | -3.2% | -8.4% | +5.3% | -3.1% |
| 3M | -2.2% | -14.2% | +12.0% | -2.1% |
| 6M | -9.4% | +29.6% | -39.0% | -10.0% |
| YTD | +0.7% | +37.1% | -36.4% | -0.1% |
| 1Y | +0.4% | +49.5% | -49.1% | -0.6% |
| 3Y | +35.2% | +192.7% | -157.5% | +29.8% |
| 5Y | +24.1% | +411.3% | -387.2% | +11.2% |
| All | +24.1% | +405.9% | -381.7% | +11.2% |
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