+197.3%
JBL vs CHD
+0.7%
+196.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.1% |
| 7D | +2.4% | -4.5% | +6.9% | +1.1% |
| 30D | -13.1% | -6.7% | -6.4% | -14.7% |
| 3M | -15.6% | -2.7% | -12.9% | -15.9% |
| 6M | +24.6% | -4.9% | +29.5% | +23.5% |
| YTD | +39.6% | +13.3% | +26.3% | +44.4% |
| 1Y | +48.6% | +1.0% | +47.6% | +50.1% |
| 3Y | +197.3% | +1.3% | +195.9% | +233.4% |
| All | +197.3% | +0.7% | +196.6% | +233.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling