-2.7%
CEG vs JCI
+37.7%
-40.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.0% |
| 7D | +8.0% | +3.8% | +4.2% | +6.3% |
| 30D | +12.9% | -5.7% | +18.6% | +15.8% |
| 3M | +13.2% | -1.4% | +14.6% | +13.4% |
| 6M | -7.0% | +4.1% | -11.1% | -9.5% |
| YTD | -15.0% | +21.7% | -36.7% | -23.2% |
| 1Y | -2.7% | +36.1% | -38.9% | -18.3% |
| All | -2.7% | +37.7% | -40.4% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling