-11.1%
CHRW vs JBL
+20.8%
-31.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | +0.7% |
| 7D | +4.9% | -11.1% | +16.0% | +6.2% |
| 30D | -4.8% | -14.1% | +9.3% | -3.5% |
| 3M | -13.1% | -23.9% | +10.8% | -10.8% |
| 6M | -16.3% | -24.1% | +7.7% | -14.0% |
| YTD | -15.8% | +13.5% | -29.3% | -22.7% |
| 1Y | -11.1% | +23.7% | -34.9% | -20.4% |
| All | -11.1% | +20.8% | -31.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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