+1,525.1%
JBL vs CG
+314.7%
+1,210.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.9% |
| 7D | +2.4% | -9.9% | +12.3% | +7.7% |
| 30D | -13.1% | -11.7% | -1.5% | -8.0% |
| 3M | -15.6% | -4.3% | -11.3% | -14.5% |
| 6M | +24.6% | -8.8% | +33.3% | +28.3% |
| YTD | +39.6% | -26.9% | +66.5% | +59.1% |
| 1Y | +48.6% | -35.4% | +84.0% | +79.6% |
| 3Y | +197.3% | +43.0% | +154.2% | +126.7% |
| 5Y | +413.0% | +1.9% | +411.1% | +346.4% |
| All | +1,525.1% | +314.7% | +1,210.3% | +697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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