+116.9%
JCI vs CNH
+11.5%
+105.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.4% |
| 7D | +3.8% | +23.3% | -19.5% | -4.3% |
| 30D | -5.7% | +33.5% | -39.1% | -16.0% |
| 3M | -1.4% | +32.7% | -34.1% | -12.5% |
| 6M | +4.1% | +22.2% | -18.0% | -5.0% |
| YTD | +21.7% | +57.7% | -35.9% | +0.3% |
| 1Y | +36.1% | +28.0% | +8.2% | +21.3% |
| 3Y | +154.4% | +11.5% | +142.9% | +132.4% |
| All | +116.9% | +11.5% | +105.4% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling