+1,506.3%
JBL vs CNH
+64.7%
+1,441.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -0.3% |
| 7D | +3.0% | +23.3% | -20.3% | -6.7% |
| 30D | -8.3% | +33.5% | -41.7% | -20.3% |
| 3M | -16.9% | +32.7% | -49.6% | -28.1% |
| 6M | +21.8% | +22.2% | -0.4% | +8.9% |
| YTD | +36.3% | +57.7% | -21.4% | +7.6% |
| 1Y | +49.5% | +28.0% | +21.5% | +29.5% |
| 3Y | +170.6% | +11.5% | +159.1% | +141.1% |
| 5Y | +408.4% | +11.9% | +396.5% | +339.7% |
| 10Y | +1,450.4% | +162.8% | +1,287.6% | +783.8% |
| All | +1,506.3% | +64.7% | +1,441.7% | +861.8% |
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 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