+377.3%
CSCO vs JCI
+323.6%
+53.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | 0.0% | +4.1% | -4.1% | -1.7% |
| 30D | -10.7% | -3.8% | -6.9% | -9.4% |
| 3M | -8.7% | -1.6% | -7.1% | -8.4% |
| 6M | +44.9% | +9.5% | +35.4% | +38.9% |
| YTD | +44.1% | +21.7% | +22.4% | +32.1% |
| 1Y | +65.9% | +37.1% | +28.7% | +44.2% |
| 3Y | +109.0% | +165.2% | -56.2% | +35.3% |
| 5Y | +114.8% | +110.3% | +4.5% | +49.8% |
| 10Y | +377.3% | +341.0% | +36.3% | +118.4% |
| All | +377.3% | +323.6% | +53.8% | +118.4% |
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