+178.3%
CHRW vs JBL
+1,558.3%
-1,380.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.7% |
| 7D | +3.5% | +2.4% | +1.1% | +3.0% |
| 30D | +4.6% | -13.1% | +17.7% | +7.2% |
| 3M | -19.7% | -15.6% | -4.1% | -17.6% |
| 6M | -12.4% | +24.6% | -37.0% | -17.4% |
| YTD | -3.9% | +39.6% | -43.5% | -11.5% |
| 1Y | +18.4% | +48.6% | -30.2% | +7.2% |
| 3Y | +88.8% | +197.3% | -108.4% | +41.9% |
| 5Y | +93.5% | +413.0% | -319.4% | +25.4% |
| All | +178.3% | +1,558.3% | -1,380.0% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling