+104.3%
CEG vs JCI
+174.6%
-70.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +2.4% |
| 7D | -4.7% | -9.4% | +4.7% | +2.1% |
| 30D | -16.6% | -13.4% | -3.2% | -7.8% |
| 3M | -4.1% | -12.4% | +8.3% | +4.9% |
| 6M | -22.3% | -5.1% | -17.2% | -20.6% |
| YTD | -28.9% | +13.7% | -42.7% | -37.7% |
| 1Y | -28.5% | +11.4% | -39.9% | -36.0% |
| 3Y | +104.3% | +175.9% | -71.6% | +0.9% |
| All | +104.3% | +174.6% | -70.3% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling