+486.2%
JCI vs CNH
+64.7%
+421.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.5% |
| 7D | +3.8% | +23.3% | -19.5% | -3.7% |
| 30D | -5.7% | +33.5% | -39.1% | -15.2% |
| 3M | -1.4% | +32.7% | -34.1% | -11.6% |
| 6M | +4.1% | +22.2% | -18.0% | -4.3% |
| YTD | +21.7% | +57.7% | -35.9% | +2.1% |
| 1Y | +36.1% | +28.0% | +8.2% | +22.3% |
| 3Y | +154.4% | +11.5% | +142.9% | +133.1% |
| 5Y | +112.0% | +11.9% | +100.2% | +90.6% |
| 10Y | +322.2% | +162.8% | +159.4% | +180.5% |
| All | +486.2% | +64.7% | +421.6% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling