+450.0%
JBL vs CRBG
+117.3%
+332.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -13.1% | +2.6% | -15.7% | -14.0% |
| 3M | -15.6% | +24.0% | -39.6% | -22.9% |
| 6M | +24.6% | +50.5% | -25.9% | +4.3% |
| YTD | +39.6% | +17.1% | +22.5% | +28.8% |
| 1Y | +48.6% | +5.9% | +42.7% | +42.6% |
| 3Y | +197.3% | +122.7% | +74.5% | +114.7% |
| All | +450.0% | +117.3% | +332.7% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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