+61.3%
CHRW vs JBL
+310.5%
-249.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -4.3% | -17.0% | +12.7% | -1.8% |
| 3M | -7.4% | -27.4% | +20.0% | -3.3% |
| 6M | -20.7% | -29.1% | +8.4% | -17.1% |
| YTD | -15.9% | +13.6% | -29.5% | -19.6% |
| 1Y | -9.9% | +22.8% | -32.7% | -15.1% |
| 3Y | +79.0% | +103.0% | -24.0% | +48.0% |
| 5Y | +61.3% | +307.4% | -246.0% | +3.0% |
| All | +61.3% | +310.5% | -249.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling