+402.2%
JBL vs CG
+5.2%
+397.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.6% |
| 7D | +4.0% | -6.4% | +10.4% | +7.2% |
| 30D | -7.5% | -7.1% | -0.4% | -4.6% |
| 3M | -14.1% | -1.6% | -12.5% | -14.1% |
| 6M | +25.9% | -8.3% | +34.2% | +29.2% |
| YTD | +36.7% | -23.8% | +60.5% | +51.8% |
| 1Y | +49.0% | -28.7% | +77.7% | +70.1% |
| 3Y | +191.8% | +49.2% | +142.6% | +121.1% |
| All | +402.2% | +5.2% | +397.0% | +338.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling