+411.3%
JBL vs CNH
+7.1%
+404.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +2.9% |
| 7D | +4.4% | +8.8% | -4.4% | +0.3% |
| 30D | -8.4% | +24.7% | -33.1% | -17.6% |
| 3M | -14.2% | +27.3% | -41.5% | -24.0% |
| 6M | +29.6% | +23.2% | +6.5% | +16.0% |
| YTD | +37.1% | +48.9% | -11.9% | +11.7% |
| 1Y | +49.5% | +19.4% | +30.1% | +34.4% |
| 3Y | +192.7% | +7.8% | +184.9% | +167.2% |
| 5Y | +411.3% | +8.7% | +402.6% | +347.8% |
| All | +411.3% | +7.1% | +404.2% | +347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling