+2,307.7%
JCI vs CHD
+10,220.8%
-7,913.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -2.7% | +6.5% | +4.4% |
| 30D | -5.7% | -4.6% | -1.0% | -4.8% |
| 3M | -1.4% | +5.0% | -6.4% | -2.6% |
| 6M | +4.1% | -3.2% | +7.4% | +4.4% |
| YTD | +21.7% | +18.6% | +3.1% | +16.9% |
| 1Y | +36.1% | +4.8% | +31.3% | +33.8% |
| 3Y | +154.4% | +6.1% | +148.3% | +147.1% |
| 5Y | +112.0% | +24.0% | +88.1% | +97.8% |
| 10Y | +322.2% | +124.5% | +197.8% | +241.0% |
| All | +2,307.7% | +10,220.8% | -7,913.1% | +783.4% |
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 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