+186.7%
JCI vs CNH
+29.5%
+157.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +3.2% | +3.0% | +0.2% | +2.2% |
| 30D | -8.6% | -0.6% | -8.0% | -8.7% |
| 3M | -7.7% | +14.6% | -22.4% | -13.0% |
| 6M | -2.6% | +11.8% | -14.3% | -7.9% |
| YTD | +17.4% | +30.4% | -13.1% | +5.4% |
| 1Y | +16.9% | +19.1% | -2.1% | +8.0% |
| 3Y | +186.7% | +30.2% | +156.6% | +146.4% |
| All | +186.7% | +29.5% | +157.2% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling