+20.8%
COP vs JCI
+169.7%
-148.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -0.8% | +5.1% | -6.0% | -1.7% |
| 30D | +15.6% | -3.8% | +19.4% | +16.3% |
| 3M | +14.3% | +1.9% | +12.4% | +13.5% |
| 6M | +17.0% | +11.2% | +5.8% | +13.3% |
| YTD | +47.4% | +22.9% | +24.5% | +38.6% |
| 1Y | +52.4% | +37.4% | +15.0% | +37.8% |
| 3Y | +20.8% | +167.8% | -147.0% | -6.3% |
| All | +20.8% | +169.7% | -148.8% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling