+1,509.2%
JBL vs CNH
+157.1%
+1,352.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.4% |
| 7D | +4.0% | +1.8% | +2.2% | +2.9% |
| 30D | -7.5% | +32.6% | -40.1% | -20.4% |
| 3M | -14.1% | +29.4% | -43.5% | -25.8% |
| 6M | +25.9% | +26.0% | -0.1% | +9.7% |
| YTD | +36.7% | +52.2% | -15.6% | +7.4% |
| 1Y | +49.0% | +23.9% | +25.1% | +29.3% |
| 3Y | +191.8% | +10.1% | +181.6% | +157.9% |
| 5Y | +409.8% | +13.2% | +396.6% | +328.0% |
| 10Y | +1,509.2% | +160.7% | +1,348.6% | +777.9% |
| All | +1,509.2% | +157.1% | +1,352.1% | +777.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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