+113.6%
C vs JCI
+96.3%
+17.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +1.0% |
| 7D | +4.2% | +3.2% | +1.0% | +2.6% |
| 30D | +2.0% | -8.6% | +10.6% | +5.8% |
| 3M | -10.1% | -7.7% | -2.4% | -7.5% |
| 6M | +1.0% | -2.6% | +3.6% | +0.5% |
| YTD | +8.5% | +17.4% | -8.9% | -2.5% |
| 1Y | +25.7% | +16.9% | +8.8% | +13.1% |
| 3Y | +216.0% | +186.7% | +29.2% | +78.8% |
| All | +113.6% | +96.3% | +17.3% | +29.7% |
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