+606.1%
COST vs JCI
+348.5%
+257.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -4.7% | -4.4% | -0.3% | -3.8% |
| 3M | -7.1% | +1.7% | -8.8% | -7.9% |
| 6M | -8.5% | +8.8% | -17.3% | -11.3% |
| YTD | +5.4% | +22.6% | -17.3% | -1.3% |
| 1Y | -5.6% | +36.2% | -41.8% | -14.4% |
| 3Y | +68.5% | +168.0% | -99.5% | +24.0% |
| 5Y | +105.2% | +113.5% | -8.2% | +57.9% |
| All | +606.1% | +348.5% | +257.5% | +331.1% |
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