+198,812.7%
CSCO vs JCI
+2,423.6%
+196,389.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | -5.9% | +1.2% | -2.8% |
| 30D | -17.1% | -10.4% | -6.7% | -14.1% |
| 3M | -19.6% | -6.1% | -13.5% | -18.1% |
| 6M | +2.4% | +1.7% | +0.7% | +1.5% |
| YTD | +29.8% | +18.9% | +10.9% | +21.8% |
| 1Y | +38.7% | +16.1% | +22.5% | +31.1% |
| 3Y | +101.3% | +187.8% | -86.5% | +39.0% |
| 5Y | +94.8% | +103.2% | -8.4% | +48.0% |
| 10Y | +324.2% | +288.2% | +36.0% | +154.4% |
| All | +198,812.7% | +2,423.6% | +196,389.1% | +47,166.9% |
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 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