+43.1%
COF vs JCI
+111.7%
-68.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | -0.7% |
| 7D | -5.1% | +0.7% | -5.9% | -5.6% |
| 30D | -6.0% | -4.4% | -1.6% | -3.7% |
| 3M | +14.8% | +1.7% | +13.2% | +12.9% |
| 6M | +15.3% | +8.8% | +6.5% | +7.9% |
| YTD | -13.0% | +22.6% | -35.7% | -25.1% |
| 1Y | -5.7% | +36.2% | -41.9% | -24.4% |
| 3Y | +118.1% | +168.0% | -49.9% | +11.8% |
| All | +43.1% | +111.7% | -68.6% | -20.0% |
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