+27.7%
JCI vs CHRW
-10.6%
+38.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.3% |
| 7D | -10.7% | +4.9% | -15.6% | -11.0% |
| 30D | -10.4% | -4.8% | -5.6% | -10.2% |
| 3M | -8.3% | -13.1% | +4.9% | -7.4% |
| 6M | -2.1% | -16.3% | +14.2% | -1.3% |
| YTD | +18.4% | -15.8% | +34.2% | +16.3% |
| 1Y | +27.7% | -11.1% | +38.8% | +24.5% |
| All | +27.7% | -10.6% | +38.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling