+49.0%
JBL vs CFG
+38.1%
+10.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.3% |
| 30D | -7.5% | -4.5% | -2.9% | -4.9% |
| 3M | -14.1% | +6.3% | -20.4% | -17.2% |
| 6M | +25.9% | +20.6% | +5.3% | +12.8% |
| YTD | +36.7% | +21.2% | +15.4% | +23.3% |
| 1Y | +49.0% | +38.2% | +10.8% | +28.1% |
| All | +49.0% | +38.1% | +10.9% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling