+388.3%
JBL vs CHD
+19.7%
+368.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.9% |
| 7D | -1.0% | -4.7% | +3.7% | -1.5% |
| 30D | -15.1% | -8.3% | -6.7% | -15.7% |
| 3M | -14.0% | -4.0% | -10.0% | -14.3% |
| 6M | +20.6% | -6.5% | +27.1% | +20.2% |
| YTD | +32.9% | +13.1% | +19.8% | +33.5% |
| 1Y | +40.5% | +2.3% | +38.2% | +41.0% |
| 3Y | +183.7% | +1.8% | +182.0% | +182.4% |
| 5Y | +388.3% | +20.6% | +367.8% | +429.1% |
| All | +388.3% | +19.7% | +368.7% | +429.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling