+187.5%
JBL vs CNH
+12.3%
+175.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.1% |
| 7D | +3.0% | +23.3% | -20.3% | -4.8% |
| 30D | -8.3% | +33.5% | -41.7% | -18.1% |
| 3M | -16.9% | +32.7% | -49.6% | -26.0% |
| 6M | +21.8% | +22.2% | -0.4% | +11.3% |
| YTD | +36.3% | +57.7% | -21.4% | +12.6% |
| 1Y | +49.5% | +28.0% | +21.5% | +33.7% |
| All | +187.5% | +12.3% | +175.1% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling