+414.9%
CSX vs JCI
+291.9%
+123.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | +6.0% | +3.2% | +2.8% | +4.5% |
| 30D | +7.8% | -8.6% | +16.4% | +11.2% |
| 3M | +4.1% | -7.7% | +11.8% | +6.4% |
| 6M | +17.9% | -2.6% | +20.5% | +16.5% |
| YTD | +44.9% | +17.4% | +27.5% | +30.1% |
| 1Y | +51.1% | +16.9% | +34.2% | +35.8% |
| 3Y | +78.3% | +186.7% | -108.5% | -3.4% |
| 5Y | +58.1% | +95.4% | -37.3% | +3.2% |
| All | +414.9% | +291.9% | +123.1% | +101.8% |
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