+3,877.1%
CHRW vs JBL
+2,086.7%
+1,790.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.5% |
| 7D | +7.3% | +6.3% | +0.9% | +6.1% |
| 30D | -3.6% | -13.5% | +9.9% | -1.2% |
| 3M | -9.6% | -31.3% | +21.8% | -3.7% |
| 6M | -17.0% | -28.4% | +11.4% | -12.9% |
| YTD | -15.4% | +11.6% | -27.0% | -18.8% |
| 1Y | -10.0% | +26.1% | -36.1% | -15.7% |
| 3Y | +82.2% | +97.4% | -15.2% | +51.9% |
| 5Y | +59.4% | +301.0% | -241.6% | +14.2% |
| 10Y | +129.7% | +1,151.1% | -1,021.4% | +27.1% |
| All | +3,877.1% | +2,086.7% | +1,790.4% | +1,245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling