+107.8%
CB vs JCI
+96.3%
+11.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.4% |
| 7D | +2.9% | +3.2% | -0.2% | +2.4% |
| 30D | +7.3% | -8.6% | +15.9% | +8.5% |
| 3M | +9.4% | -7.7% | +17.1% | +10.3% |
| 6M | +19.6% | -2.6% | +22.2% | +18.8% |
| YTD | +21.5% | +17.4% | +4.1% | +15.2% |
| 1Y | +28.0% | +16.9% | +11.1% | +21.5% |
| 3Y | +74.9% | +186.7% | -111.9% | +24.3% |
| All | +107.8% | +96.3% | +11.5% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling