+4,266.9%
CHRW vs JBL
+2,571.1%
+1,695.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -1.4% | +3.0% | -4.4% | -2.0% |
| 30D | -3.5% | -8.3% | +4.8% | -2.1% |
| 3M | -19.4% | -16.9% | -2.5% | -17.2% |
| 6M | -21.4% | +21.8% | -43.1% | -25.2% |
| YTD | -7.1% | +36.3% | -43.4% | -13.6% |
| 1Y | +17.8% | +49.5% | -31.7% | +7.2% |
| 3Y | +78.8% | +170.6% | -91.9% | +40.6% |
| 5Y | +83.5% | +408.4% | -324.9% | +26.3% |
| 10Y | +160.2% | +1,450.4% | -1,290.1% | +38.9% |
| All | +4,266.9% | +2,571.1% | +1,695.8% | +1,331.5% |
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