+21.7%
JBL vs CFG
+27.4%
-5.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +10.0% | +1.6% | +8.4% | +9.0% |
| 30D | -18.2% | +3.3% | -21.5% | -19.7% |
| 3M | -29.0% | -11.5% | -17.4% | -23.4% |
| 6M | -25.9% | +6.2% | -32.1% | -29.6% |
| YTD | +14.1% | +14.3% | -0.2% | +3.5% |
| 1Y | +21.7% | +26.7% | -5.1% | +4.1% |
| All | +21.7% | +27.4% | -5.8% | +4.1% |
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