+220,352.3%
CSCO vs JCI
+2,484.7%
+217,867.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -0.7% | +3.8% | -4.5% | -1.9% |
| 30D | -10.1% | -5.7% | -4.5% | -8.5% |
| 3M | -15.7% | -1.4% | -14.3% | -15.4% |
| 6M | +36.3% | +4.1% | +32.1% | +33.9% |
| YTD | +43.8% | +21.7% | +22.1% | +34.1% |
| 1Y | +63.9% | +36.1% | +27.8% | +46.9% |
| 3Y | +104.4% | +154.4% | -50.1% | +46.9% |
| 5Y | +111.4% | +112.0% | -0.7% | +58.4% |
| 10Y | +361.7% | +322.2% | +39.4% | +169.3% |
| All | +220,352.3% | +2,484.7% | +217,867.6% | +51,940.2% |
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