+157.6%
B vs JCI
+113.2%
+44.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -1.6% | +3.8% | -5.4% | -2.4% |
| 30D | +9.4% | -5.7% | +15.1% | +10.7% |
| 3M | +5.0% | -1.4% | +6.4% | +5.1% |
| 6M | -3.5% | +4.1% | -7.7% | -4.7% |
| YTD | +4.5% | +21.7% | -17.3% | 0.0% |
| 1Y | +67.8% | +36.1% | +31.6% | +57.2% |
| 3Y | +196.7% | +154.4% | +42.3% | +143.9% |
| All | +157.6% | +113.2% | +44.5% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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