+199,826.1%
CSCO vs JCI
+2,430.2%
+197,395.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +3.5% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | -16.7% | -10.1% | -6.5% | -13.8% |
| 3M | -18.4% | -6.8% | -11.7% | -16.7% |
| 6M | +2.9% | +2.0% | +1.0% | +1.9% |
| YTD | +30.4% | +19.2% | +11.3% | +22.3% |
| 1Y | +41.4% | +16.7% | +24.6% | +33.4% |
| 3Y | +104.7% | +194.3% | -89.7% | +40.3% |
| 5Y | +96.9% | +103.0% | -6.1% | +49.7% |
| 10Y | +321.5% | +301.7% | +19.7% | +150.0% |
| All | +199,826.1% | +2,430.2% | +197,395.8% | +47,366.5% |
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