+340.2%
COP vs JCI
+323.6%
+16.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -0.5% | +4.1% | -4.6% | -2.4% |
| 30D | +11.7% | -3.8% | +15.5% | +13.5% |
| 3M | +17.7% | -1.6% | +19.3% | +17.3% |
| 6M | +18.3% | +9.5% | +8.8% | +10.4% |
| YTD | +49.1% | +21.7% | +27.3% | +31.0% |
| 1Y | +53.3% | +37.1% | +16.2% | +25.3% |
| 3Y | +22.2% | +165.2% | -143.0% | -33.8% |
| 5Y | +193.3% | +110.3% | +83.0% | +76.4% |
| 10Y | +340.2% | +341.0% | -0.8% | +45.4% |
| All | +340.2% | +323.6% | +16.7% | +45.4% |
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