+1,460.0%
JBL vs CG
+351.2%
+1,108.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.3% |
| 7D | +3.0% | -4.3% | +7.3% | +5.0% |
| 30D | -8.3% | -5.1% | -3.2% | -6.3% |
| 3M | -16.9% | +8.7% | -25.6% | -20.5% |
| 6M | +21.8% | -9.2% | +31.0% | +25.6% |
| YTD | +36.3% | -18.9% | +55.2% | +46.6% |
| 1Y | +49.5% | -25.6% | +75.1% | +66.5% |
| 3Y | +170.6% | +57.3% | +113.4% | +106.7% |
| 5Y | +408.4% | +10.2% | +398.2% | +338.5% |
| 10Y | +1,450.4% | +364.2% | +1,086.2% | +670.0% |
| All | +1,460.0% | +351.2% | +1,108.8% | +608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling