+243.0%
CB vs JCI
+303.0%
-60.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -2.0% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | +6.5% | -10.1% | +16.7% | +9.7% |
| 3M | +4.1% | -6.8% | +10.8% | +5.4% |
| 6M | +14.4% | +2.0% | +12.4% | +11.0% |
| YTD | +17.5% | +19.2% | -1.7% | +6.5% |
| 1Y | +27.5% | +16.7% | +10.8% | +16.5% |
| 3Y | +71.6% | +194.3% | -122.7% | -0.4% |
| 5Y | +100.6% | +103.0% | -2.4% | +36.5% |
| 10Y | +243.0% | +301.7% | -58.8% | +47.8% |
| All | +243.0% | +303.0% | -60.0% | +47.8% |
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