+55.7%
JBL vs CAI
-9.9%
+65.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +5.0% |
| 7D | +2.4% | -2.9% | +5.3% | +2.6% |
| 30D | -13.1% | +9.3% | -22.5% | -13.5% |
| 3M | -15.6% | +35.2% | -50.8% | -17.4% |
| 6M | +24.6% | +30.7% | -6.2% | +21.4% |
| YTD | +39.6% | -9.8% | +49.4% | +36.8% |
| 1Y | +48.6% | -28.9% | +77.5% | +45.4% |
| All | +55.7% | -9.9% | +65.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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