+1,163.5%
C vs JCI
+2,331.5%
-1,168.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | +3.6% | +3.8% | -0.2% | +2.0% |
| 30D | +0.1% | -5.7% | +5.7% | +2.4% |
| 3M | +2.4% | -1.4% | +3.8% | +2.6% |
| 6M | +24.9% | +4.1% | +20.8% | +22.0% |
| YTD | +19.8% | +21.7% | -1.9% | +9.4% |
| 1Y | +44.9% | +36.1% | +8.7% | +25.9% |
| 3Y | +263.0% | +154.4% | +108.5% | +141.8% |
| 5Y | +129.5% | +112.0% | +17.5% | +62.1% |
| 10Y | +291.6% | +322.2% | -30.6% | +111.6% |
| All | +1,163.5% | +2,331.5% | -1,168.0% | +155.9% |
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