+1,509.2%
JBL vs CFG
+308.1%
+1,201.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +4.0% | -0.6% | +4.6% | +4.3% |
| 30D | -7.5% | -4.5% | -2.9% | -5.3% |
| 3M | -14.1% | +6.3% | -20.4% | -16.7% |
| 6M | +25.9% | +20.6% | +5.3% | +15.0% |
| YTD | +36.7% | +21.2% | +15.4% | +24.3% |
| 1Y | +49.0% | +38.2% | +10.8% | +26.9% |
| 3Y | +191.8% | +185.9% | +5.8% | +72.2% |
| 5Y | +409.8% | +97.0% | +312.8% | +246.2% |
| 10Y | +1,509.2% | +306.8% | +1,202.4% | +640.9% |
| All | +1,509.2% | +308.1% | +1,201.1% | +640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling