+341.0%
JCI vs CHRW
+170.5%
+170.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +4.1% | +4.1% | 0.0% | +3.0% |
| 30D | -3.8% | +1.9% | -5.7% | -4.4% |
| 3M | -1.6% | -21.2% | +19.5% | +4.1% |
| 6M | +9.5% | -16.7% | +26.2% | +13.4% |
| YTD | +21.7% | -5.4% | +27.1% | +20.4% |
| 1Y | +37.1% | +21.2% | +16.0% | +24.6% |
| 3Y | +165.2% | +86.5% | +78.7% | +102.9% |
| 5Y | +110.3% | +93.0% | +17.3% | +54.1% |
| 10Y | +341.0% | +174.5% | +166.5% | +170.8% |
| All | +341.0% | +170.5% | +170.5% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling