+411.3%
JBL vs CFG
+100.9%
+310.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +4.4% | +2.7% | +1.7% | +3.1% |
| 30D | -8.4% | -3.7% | -4.8% | -6.8% |
| 3M | -14.2% | +9.5% | -23.6% | -17.9% |
| 6M | +29.6% | +22.2% | +7.4% | +18.0% |
| YTD | +37.1% | +22.3% | +14.8% | +24.6% |
| 1Y | +49.5% | +39.4% | +10.0% | +27.7% |
| 3Y | +192.7% | +188.5% | +4.2% | +80.3% |
| 5Y | +411.3% | +101.5% | +309.8% | +273.8% |
| All | +411.3% | +100.9% | +310.4% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling