+998.2%
C vs JCI
+2,171.6%
-1,173.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | -2.4% | -9.4% | +7.0% | +1.5% |
| 30D | -6.0% | -13.4% | +7.4% | -0.7% |
| 3M | -10.5% | -12.4% | +1.8% | -6.2% |
| 6M | -5.7% | -5.1% | -0.6% | -4.8% |
| YTD | +4.1% | +13.7% | -9.6% | -2.9% |
| 1Y | +20.5% | +11.4% | +9.1% | +13.3% |
| 3Y | +208.1% | +175.9% | +32.2% | +97.4% |
| 5Y | +110.4% | +98.4% | +12.0% | +51.9% |
| 10Y | +234.6% | +311.2% | -76.6% | +82.2% |
| All | +998.2% | +2,171.6% | -1,173.4% | +127.2% |
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