+2,221.0%
JCI vs CHD
+11,766.8%
-9,545.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +3.2% | +3.6% | -0.5% | +2.5% |
| 30D | -8.6% | +10.4% | -19.0% | -10.6% |
| 3M | -7.7% | +12.2% | -19.9% | -10.1% |
| 6M | -2.6% | +19.9% | -22.5% | -6.6% |
| YTD | +17.4% | +36.4% | -19.1% | +9.4% |
| 1Y | +16.9% | +35.1% | -18.2% | +9.1% |
| 3Y | +186.7% | +29.2% | +157.6% | +167.3% |
| 5Y | +95.4% | +33.4% | +62.0% | +79.4% |
| 10Y | +292.7% | +195.0% | +97.7% | +199.5% |
| All | +2,221.0% | +11,766.8% | -9,545.8% | +726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling