+4,615.1%
COP vs JCI
+2,332.8%
+2,282.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | +0.2% | -6.9% | +7.2% | +1.5% |
| 3M | +10.2% | -6.3% | +16.5% | +11.2% |
| 6M | +20.1% | +2.6% | +17.5% | +18.1% |
| YTD | +50.5% | +21.8% | +28.7% | +41.6% |
| 1Y | +56.8% | +19.6% | +37.2% | +48.0% |
| 3Y | +30.3% | +194.9% | -164.7% | -1.0% |
| 5Y | +126.8% | +108.1% | +18.7% | +84.3% |
| 10Y | +325.0% | +307.6% | +17.3% | +198.7% |
| All | +4,615.1% | +2,332.8% | +2,282.3% | +1,863.8% |
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