+40.5%
JBL vs CG
-30.6%
+71.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.1% |
| 7D | -1.0% | -9.8% | +8.8% | +1.9% |
| 30D | -15.1% | -10.3% | -4.8% | -12.5% |
| 3M | -14.0% | -1.7% | -12.4% | -13.8% |
| 6M | +20.6% | -9.8% | +30.4% | +23.6% |
| YTD | +32.9% | -25.6% | +58.5% | +42.7% |
| 1Y | +40.5% | -32.5% | +73.0% | +49.3% |
| All | +40.5% | -30.6% | +71.1% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling