+5,709.6%
COF vs JCI
+2,459.6%
+3,250.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | +1.2% | +5.1% | -3.9% | -1.0% |
| 30D | -1.4% | -3.8% | +2.4% | +0.2% |
| 3M | +19.0% | +1.9% | +17.1% | +17.4% |
| 6M | +14.9% | +11.2% | +3.7% | +8.5% |
| YTD | -10.7% | +22.9% | -33.6% | -19.7% |
| 1Y | -1.3% | +37.4% | -38.7% | -15.7% |
| 3Y | +124.3% | +167.8% | -43.5% | +42.4% |
| 5Y | +51.1% | +115.0% | -63.9% | +4.9% |
| 10Y | +252.4% | +325.3% | -72.9% | +87.6% |
| All | +5,709.6% | +2,459.6% | +3,250.0% | +878.5% |
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