+323.5%
CORZ vs JCI
+168.3%
+155.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +8.4% |
| 7D | +14.2% | +2.9% | +11.3% | +11.5% |
| 30D | -3.0% | -6.9% | +4.0% | +6.0% |
| 3M | -26.3% | -6.3% | -20.0% | -20.0% |
| 6M | -36.5% | +2.6% | -39.1% | -37.7% |
| YTD | +0.1% | +21.8% | -21.7% | -18.7% |
| 1Y | -15.9% | +19.6% | -35.5% | -30.2% |
| All | +323.5% | +168.3% | +155.3% | +59.9% |
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