+341.0%
JCI vs CNH
+157.1%
+183.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | +4.1% | +1.8% | +2.2% | +3.2% |
| 30D | -3.8% | +32.6% | -36.5% | -14.5% |
| 3M | -1.6% | +29.4% | -31.1% | -12.2% |
| 6M | +9.5% | +26.0% | -16.5% | -1.7% |
| YTD | +21.7% | +52.2% | -30.5% | +1.1% |
| 1Y | +37.1% | +23.9% | +13.3% | +23.0% |
| 3Y | +165.2% | +10.1% | +155.0% | +140.9% |
| 5Y | +110.3% | +13.2% | +97.1% | +84.5% |
| 10Y | +341.0% | +160.7% | +180.3% | +167.0% |
| All | +341.0% | +157.1% | +183.9% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling