+45.6%
C vs JCI
+38.2%
+7.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +3.2% | +5.1% | -1.9% | +1.3% |
| 30D | +1.3% | -3.8% | +5.1% | +2.6% |
| 3M | +3.1% | +1.9% | +1.2% | +2.0% |
| 6M | +29.6% | +11.2% | +18.4% | +23.4% |
| YTD | +19.0% | +22.9% | -4.0% | +10.0% |
| 1Y | +45.6% | +37.4% | +8.3% | +29.1% |
| All | +45.6% | +38.2% | +7.5% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling