+753.6%
B vs JCI
+2,280.3%
-1,526.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +3.8% |
| 7D | +11.3% | -3.4% | +14.7% | +11.6% |
| 30D | +2.9% | -10.1% | +13.1% | +3.8% |
| 3M | -2.9% | -6.8% | +3.9% | -2.4% |
| 6M | -1.2% | +2.0% | -3.2% | -1.5% |
| YTD | -1.3% | +19.2% | -20.5% | -3.0% |
| 1Y | +30.4% | +16.7% | +13.7% | +28.5% |
| 3Y | +195.3% | +194.3% | +1.0% | +169.5% |
| 5Y | +146.2% | +103.0% | +43.2% | +129.7% |
| 10Y | +200.5% | +301.7% | -101.3% | +163.8% |
| All | +753.6% | +2,280.3% | -1,526.6% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling