+473.9%
JCI vs CNH
+46.6%
+427.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.9% | -6.1% | +1.1% |
| 7D | -3.4% | +8.6% | -12.0% | -6.1% |
| 30D | -10.1% | +12.6% | -22.7% | -14.0% |
| 3M | -6.8% | +17.5% | -24.3% | -13.1% |
| 6M | +2.0% | +18.1% | -16.1% | -5.7% |
| YTD | +19.2% | +40.4% | -21.2% | +3.2% |
| 1Y | +16.7% | +34.0% | -17.3% | +2.5% |
| 3Y | +194.3% | +35.3% | +159.0% | +150.4% |
| 5Y | +103.0% | -5.1% | +108.1% | +91.7% |
| 10Y | +301.7% | +124.0% | +177.7% | +178.1% |
| All | +473.9% | +46.6% | +427.3% | +310.3% |
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