+110.7%
COP vs JCI
+108.2%
+2.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -2.4% |
| 7D | -8.4% | -3.4% | -5.0% | -7.8% |
| 30D | +0.3% | -10.1% | +10.4% | +2.4% |
| 3M | +15.1% | -6.8% | +21.9% | +16.3% |
| 6M | +19.8% | +2.0% | +17.8% | +17.5% |
| YTD | +46.8% | +19.2% | +27.6% | +36.5% |
| 1Y | +59.7% | +16.7% | +43.0% | +49.3% |
| 3Y | +28.7% | +194.3% | -165.6% | -13.4% |
| 5Y | +110.7% | +103.0% | +7.7% | +51.2% |
| All | +110.7% | +108.2% | +2.5% | +51.2% |
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 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