+95.0%
JCI vs CHD
+33.2%
+61.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | +3.2% | +3.6% | -0.5% | +2.9% |
| 30D | -8.6% | +10.4% | -19.0% | -9.5% |
| 3M | -7.7% | +12.2% | -19.9% | -8.8% |
| 6M | -2.6% | +19.9% | -22.5% | -4.6% |
| YTD | +17.4% | +36.4% | -19.1% | +12.7% |
| 1Y | +16.9% | +35.1% | -18.2% | +12.4% |
| 3Y | +186.7% | +29.2% | +157.6% | +171.6% |
| All | +95.0% | +33.2% | +61.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling