+626.9%
CEG vs JCI
+110.4%
+516.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +1.3% | +4.1% | -2.7% | -1.0% |
| 30D | +8.8% | -3.8% | +12.7% | +11.2% |
| 3M | +17.0% | -1.6% | +18.6% | +17.3% |
| 6M | -8.7% | +9.5% | -18.3% | -14.5% |
| YTD | -16.4% | +21.7% | -38.2% | -26.9% |
| 1Y | -1.8% | +37.1% | -38.9% | -20.1% |
| 3Y | +175.8% | +165.2% | +10.6% | +62.3% |
| All | +626.9% | +110.4% | +516.5% | +314.6% |
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