+1,542.9%
JBL vs CFG
+396.4%
+1,146.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | -8.3% | -3.8% | -4.4% | -6.5% |
| 3M | -16.9% | +11.5% | -28.4% | -21.3% |
| 6M | +21.8% | +19.2% | +2.6% | +11.9% |
| YTD | +36.3% | +23.7% | +12.6% | +22.8% |
| 1Y | +49.5% | +38.8% | +10.7% | +27.1% |
| 3Y | +170.6% | +178.9% | -8.3% | +61.5% |
| 5Y | +408.4% | +101.8% | +306.6% | +240.8% |
| 10Y | +1,450.4% | +317.3% | +1,133.1% | +543.4% |
| All | +1,542.9% | +396.4% | +1,146.5% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling