+222.5%
CB vs JCI
+327.8%
-105.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -0.6% | +5.1% | -5.7% | -2.4% |
| 30D | -3.9% | -3.8% | -0.1% | -2.7% |
| 3M | +4.9% | +1.9% | +3.0% | +3.3% |
| 6M | +3.3% | +11.2% | -7.9% | -2.3% |
| YTD | +8.5% | +22.9% | -14.4% | -1.6% |
| 1Y | +22.1% | +37.4% | -15.3% | +5.4% |
| 3Y | +70.1% | +167.8% | -97.7% | +5.2% |
| 5Y | +97.4% | +115.0% | -17.6% | +32.4% |
| All | +222.5% | +327.8% | -105.3% | +38.9% |
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 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