+1,525.1%
JBL vs CHD
+126.1%
+1,398.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | +2.4% | -4.5% | +6.9% | +2.9% |
| 30D | -13.1% | -6.7% | -6.4% | -12.5% |
| 3M | -15.6% | -2.7% | -12.9% | -15.5% |
| 6M | +24.6% | -4.9% | +29.5% | +24.9% |
| YTD | +39.6% | +13.3% | +26.3% | +36.3% |
| 1Y | +48.6% | +1.0% | +47.6% | +47.5% |
| 3Y | +197.3% | +1.3% | +195.9% | +190.4% |
| 5Y | +413.0% | +20.8% | +392.1% | +371.5% |
| All | +1,525.1% | +126.1% | +1,398.9% | +1,152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling