+16.9%
JCI vs CHRW
-11.0%
+27.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +3.2% | +7.3% | -4.1% | +2.5% |
| 30D | -8.6% | -3.6% | -5.0% | -8.5% |
| 3M | -7.7% | -9.6% | +1.8% | -7.3% |
| 6M | -2.6% | -17.0% | +14.4% | -1.6% |
| YTD | +17.4% | -15.4% | +32.8% | +13.4% |
| 1Y | +16.9% | -10.0% | +26.9% | +10.9% |
| All | +16.9% | -11.0% | +27.9% | +10.9% |
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