+1,525.1%
JBL vs CGNX
+193.6%
+1,331.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +3.4% |
| 7D | +2.4% | +3.2% | -0.7% | +1.2% |
| 30D | -13.1% | +6.0% | -19.1% | -15.1% |
| 3M | -15.6% | +3.5% | -19.1% | -16.9% |
| 6M | +24.6% | +26.3% | -1.7% | +13.3% |
| YTD | +39.6% | +79.2% | -39.6% | +5.4% |
| 1Y | +48.6% | +43.8% | +4.8% | +22.1% |
| 3Y | +197.3% | +52.0% | +145.3% | +125.0% |
| 5Y | +413.0% | -24.0% | +437.0% | +408.1% |
| All | +1,525.1% | +193.6% | +1,331.4% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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