-1.8%
CEG vs JCI
+36.6%
-38.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +1.3% | +4.1% | -2.7% | -0.4% |
| 30D | +8.8% | -3.8% | +12.7% | +10.7% |
| 3M | +17.0% | -1.6% | +18.6% | +17.3% |
| 6M | -8.7% | +9.5% | -18.3% | -13.3% |
| YTD | -16.4% | +21.7% | -38.2% | -24.5% |
| 1Y | -1.8% | +37.1% | -38.9% | -18.1% |
| All | -1.8% | +36.6% | -38.4% | -18.1% |
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