+639.5%
CEG vs JCI
+110.4%
+529.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.8% |
| 7D | +8.0% | +3.8% | +4.2% | +5.7% |
| 30D | +12.9% | -5.7% | +18.6% | +16.6% |
| 3M | +13.2% | -1.4% | +14.6% | +13.3% |
| 6M | -7.0% | +4.1% | -11.1% | -10.2% |
| YTD | -15.0% | +21.7% | -36.7% | -25.7% |
| 1Y | -2.7% | +36.1% | -38.9% | -20.6% |
| 3Y | +184.1% | +154.4% | +29.6% | +69.8% |
| All | +639.5% | +110.4% | +529.0% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling