+600.2%
JCI vs CHRW
+4,173.0%
-3,572.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +3.8% | -1.4% | +5.2% | +4.2% |
| 30D | -5.7% | -3.5% | -2.2% | -4.9% |
| 3M | -1.4% | -19.4% | +18.0% | +3.8% |
| 6M | +4.1% | -21.4% | +25.5% | +9.8% |
| YTD | +21.7% | -7.1% | +28.9% | +21.4% |
| 1Y | +36.1% | +17.8% | +18.3% | +25.6% |
| 3Y | +154.4% | +78.8% | +75.7% | +101.7% |
| 5Y | +112.0% | +83.5% | +28.5% | +63.8% |
| 10Y | +322.2% | +160.2% | +162.0% | +187.5% |
| All | +600.2% | +4,173.0% | -3,572.8% | +135.0% |
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