+518.2%
CEG vs JCI
+96.6%
+421.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +2.7% |
| 7D | -4.7% | -9.4% | +4.7% | +0.9% |
| 30D | -16.6% | -13.4% | -3.2% | -9.3% |
| 3M | -4.1% | -12.4% | +8.3% | +3.4% |
| 6M | -22.3% | -5.1% | -17.2% | -20.6% |
| YTD | -28.9% | +13.7% | -42.7% | -35.3% |
| 1Y | -28.5% | +11.4% | -39.9% | -33.9% |
| 3Y | +104.3% | +175.9% | -71.6% | +20.2% |
| All | +518.2% | +96.6% | +421.6% | +267.0% |
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