+782.8%
CMS vs JBL
+42,637.0%
-41,854.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.4% | +3.0% | -2.7% | +0.1% |
| 30D | -3.6% | -8.3% | +4.7% | -3.0% |
| 3M | -1.9% | -16.9% | +15.0% | -0.9% |
| 6M | -11.0% | +21.8% | -32.7% | -12.8% |
| YTD | +0.2% | +36.3% | -36.1% | -2.9% |
| 1Y | -1.3% | +49.5% | -50.8% | -5.2% |
| 3Y | +35.9% | +170.6% | -134.7% | +22.8% |
| 5Y | +23.1% | +408.4% | -385.3% | +4.8% |
| 10Y | +117.9% | +1,450.4% | -1,332.5% | +66.5% |
| All | +782.8% | +42,637.0% | -41,854.2% | +496.4% |
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 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