+4,492.0%
COP vs JCI
+2,331.5%
+2,160.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +3.0% | +3.8% | -0.8% | +2.1% |
| 30D | +17.5% | -5.7% | +23.2% | +18.9% |
| 3M | +13.4% | -1.4% | +14.8% | +13.2% |
| 6M | +17.7% | +4.1% | +13.6% | +15.5% |
| YTD | +46.6% | +21.7% | +24.8% | +38.6% |
| 1Y | +44.6% | +36.1% | +8.5% | +32.9% |
| 3Y | +20.7% | +154.4% | -133.7% | -4.8% |
| 5Y | +185.0% | +112.0% | +73.0% | +131.6% |
| 10Y | +347.0% | +322.2% | +24.8% | +213.6% |
| All | +4,492.0% | +2,331.5% | +2,160.4% | +1,822.3% |
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 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