+421.5%
CARR vs JCI
+535.3%
-113.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.1% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -8.9% | -4.4% | -4.5% | -6.1% |
| 3M | -17.3% | +1.7% | -19.0% | -18.5% |
| 6M | -1.4% | +8.8% | -10.2% | -7.2% |
| YTD | +10.0% | +22.6% | -12.7% | -5.1% |
| 1Y | -6.4% | +36.2% | -42.6% | -25.4% |
| 3Y | +1.5% | +168.0% | -166.5% | -51.0% |
| 5Y | +9.3% | +113.5% | -104.2% | -38.9% |
| All | +421.5% | +535.3% | -113.8% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling