+48.6%
JBL vs CHD
+2.3%
+46.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.1% |
| 7D | +2.4% | -4.5% | +6.9% | +0.6% |
| 30D | -13.1% | -6.7% | -6.4% | -15.2% |
| 3M | -15.6% | -2.7% | -12.9% | -16.1% |
| 6M | +24.6% | -4.9% | +29.5% | +22.9% |
| YTD | +39.6% | +13.3% | +26.3% | +45.2% |
| 1Y | +48.6% | +1.0% | +47.6% | +51.0% |
| All | +48.6% | +2.3% | +46.3% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling