+11,671.2%
COST vs JCI
+2,355.5%
+9,315.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -3.2% | +5.1% | -8.3% | -4.1% |
| 30D | -4.0% | -3.8% | -0.1% | -3.3% |
| 3M | -6.5% | +1.9% | -8.4% | -7.2% |
| 6M | -8.5% | +11.2% | -19.7% | -11.1% |
| YTD | +6.0% | +22.9% | -16.9% | +0.7% |
| 1Y | -5.8% | +37.4% | -43.2% | -12.7% |
| 3Y | +71.8% | +167.8% | -96.0% | +37.5% |
| 5Y | +106.2% | +115.0% | -8.8% | +70.9% |
| 10Y | +602.0% | +325.3% | +276.7% | +396.3% |
| All | +11,671.2% | +2,355.5% | +9,315.6% | +4,256.1% |
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 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