+447.7%
JCI vs CNH
+32.2%
+415.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +1.8% |
| 7D | -9.4% | -1.7% | -7.7% | -8.8% |
| 30D | -13.4% | -7.2% | -6.2% | -11.5% |
| 3M | -12.4% | +6.5% | -18.9% | -15.5% |
| 6M | -5.1% | +7.9% | -13.0% | -9.5% |
| YTD | +13.7% | +26.6% | -12.9% | +2.1% |
| 1Y | +11.4% | +13.8% | -2.3% | +3.5% |
| 3Y | +175.9% | +9.2% | +166.7% | +152.4% |
| 5Y | +98.4% | -15.6% | +114.0% | +95.0% |
| 10Y | +311.2% | +119.2% | +192.0% | +190.6% |
| All | +447.7% | +32.2% | +415.5% | +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