+600.5%
JCI vs CHRW
+3,771.3%
-3,170.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.4% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | -6.9% | -4.3% | -2.7% | -6.1% |
| 3M | -6.3% | -7.4% | +1.1% | -5.0% |
| 6M | +2.6% | -20.7% | +23.3% | +7.4% |
| YTD | +21.8% | -15.9% | +37.7% | +23.9% |
| 1Y | +19.6% | -9.9% | +29.5% | +19.2% |
| 3Y | +194.9% | +79.0% | +116.0% | +131.6% |
| 5Y | +108.1% | +61.3% | +46.8% | +65.7% |
| 10Y | +307.6% | +128.5% | +179.1% | +185.9% |
| All | +600.5% | +3,771.3% | -3,170.7% | +140.0% |
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