+1,215.0%
JBL vs CNH
+36.2%
+1,178.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +6.3% | +3.0% | +3.3% | +4.7% |
| 30D | -13.5% | -0.6% | -12.9% | -13.6% |
| 3M | -31.3% | +14.6% | -46.0% | -36.7% |
| 6M | -28.4% | +11.8% | -40.2% | -33.9% |
| YTD | +11.6% | +30.4% | -18.8% | -4.9% |
| 1Y | +26.1% | +19.1% | +7.1% | +11.9% |
| 3Y | +97.4% | +30.2% | +67.2% | +61.8% |
| 5Y | +301.0% | -17.8% | +318.8% | +296.6% |
| 10Y | +1,151.1% | +103.9% | +1,047.2% | +686.3% |
| All | +1,215.0% | +36.2% | +1,178.8% | +749.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling