+803.7%
B vs JCI
+2,331.5%
-1,527.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -1.6% | +3.8% | -5.4% | -1.9% |
| 30D | +9.4% | -5.7% | +15.1% | +9.9% |
| 3M | +5.0% | -1.4% | +6.4% | +5.1% |
| 6M | -3.5% | +4.1% | -7.7% | -3.9% |
| YTD | +4.5% | +21.7% | -17.3% | +2.7% |
| 1Y | +67.8% | +36.1% | +31.6% | +63.4% |
| 3Y | +196.7% | +154.4% | +42.3% | +173.9% |
| 5Y | +151.9% | +112.0% | +39.9% | +134.4% |
| 10Y | +202.2% | +322.2% | -120.1% | +164.5% |
| All | +803.7% | +2,331.5% | -1,527.8% | +730.3% |
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