-25.9%
JBL vs CNH
+10.0%
-35.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | +10.0% | +6.4% | +3.6% | +8.6% |
| 30D | -18.2% | -1.6% | -16.6% | -18.0% |
| 3M | -29.0% | +11.6% | -40.5% | -31.1% |
| 6M | -25.9% | +12.5% | -38.4% | -28.3% |
| All | -25.9% | +10.0% | -35.8% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling