+115.0%
JCI vs CHRW
+90.3%
+24.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +5.1% | +1.9% | +3.2% | +4.7% |
| 30D | -3.8% | +0.9% | -4.8% | -4.1% |
| 3M | +1.9% | -19.9% | +21.8% | +5.8% |
| 6M | +11.2% | -15.8% | +27.0% | +13.8% |
| YTD | +22.9% | -5.6% | +28.5% | +22.0% |
| 1Y | +37.4% | +21.0% | +16.3% | +28.1% |
| 3Y | +167.8% | +86.0% | +81.8% | +120.7% |
| 5Y | +115.0% | +88.6% | +26.4% | +72.4% |
| All | +115.0% | +90.3% | +24.8% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling