-10.0%
CHRW vs JBL
+20.0%
-30.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.3% |
| 7D | +7.3% | +6.3% | +0.9% | +6.5% |
| 30D | -3.6% | -13.5% | +9.9% | -2.2% |
| 3M | -9.6% | -31.3% | +21.8% | -5.9% |
| 6M | -17.0% | -28.4% | +11.4% | -13.3% |
| YTD | -15.4% | +11.6% | -27.0% | -22.3% |
| 1Y | -10.0% | +26.1% | -36.1% | -19.9% |
| All | -10.0% | +20.0% | -30.0% | -19.9% |
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