+585.4%
JCI vs CHRW
+3,633.2%
-3,047.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -10.1% | -9.4% | -0.8% | -7.9% |
| 3M | -6.8% | -13.3% | +6.5% | -3.8% |
| 6M | +2.0% | -24.2% | +26.1% | +8.2% |
| YTD | +19.2% | -18.9% | +38.0% | +22.5% |
| 1Y | +16.7% | -12.4% | +29.1% | +17.3% |
| 3Y | +194.3% | +72.2% | +122.1% | +133.6% |
| 5Y | +103.0% | +53.4% | +49.7% | +64.0% |
| 10Y | +301.7% | +127.0% | +174.8% | +182.2% |
| All | +585.4% | +3,633.2% | -3,047.8% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling