+330.8%
JCI vs CHD
+125.6%
+205.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | +0.4% | -4.7% | +5.1% | +1.3% |
| 30D | -7.7% | -8.3% | +0.6% | -6.3% |
| 3M | +2.8% | -4.0% | +6.8% | +3.3% |
| 6M | +7.2% | -6.5% | +13.8% | +8.2% |
| YTD | +20.0% | +13.1% | +6.9% | +16.5% |
| 1Y | +33.3% | +2.3% | +30.9% | +31.8% |
| 3Y | +161.3% | +1.8% | +159.5% | +155.6% |
| 5Y | +108.8% | +20.6% | +88.2% | +93.5% |
| All | +330.8% | +125.6% | +205.2% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling