+90.6%
CHRW vs JBL
+404.5%
-313.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | +4.0% | +0.1% | +3.4% |
| 30D | +1.9% | -7.5% | +9.4% | +3.0% |
| 3M | -21.2% | -14.1% | -7.1% | -19.5% |
| 6M | -16.7% | +25.9% | -42.5% | -21.0% |
| YTD | -5.4% | +36.7% | -42.0% | -11.6% |
| 1Y | +21.2% | +49.0% | -27.8% | +11.1% |
| 3Y | +86.5% | +191.8% | -105.3% | +42.8% |
| All | +90.6% | +404.5% | -313.9% | +20.0% |
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