+322.0%
CMG vs JCI
+348.5%
-26.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +10.9% | -4.4% | +15.3% | +12.6% |
| 3M | +15.8% | +1.7% | +14.2% | +14.3% |
| 6M | +6.9% | +8.8% | -1.9% | +1.8% |
| YTD | -2.2% | +22.6% | -24.8% | -11.6% |
| 1Y | -7.1% | +36.2% | -43.3% | -20.0% |
| 3Y | -7.1% | +168.0% | -175.1% | -41.5% |
| 5Y | -4.8% | +113.5% | -118.2% | -35.3% |
| All | +322.0% | +348.5% | -26.5% | +96.2% |
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