+490.1%
CSX vs JCI
+312.8%
+177.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | 0.0% |
| 7D | -3.4% | +3.8% | -7.2% | -5.1% |
| 30D | -3.1% | -5.7% | +2.6% | -0.6% |
| 3M | +7.2% | -1.4% | +8.6% | +7.1% |
| 6M | +16.2% | +4.1% | +12.0% | +12.6% |
| YTD | +37.5% | +21.7% | +15.8% | +23.2% |
| 1Y | +53.2% | +36.1% | +17.1% | +29.2% |
| 3Y | +68.2% | +154.4% | -86.2% | -0.5% |
| 5Y | +65.2% | +112.0% | -46.8% | +4.8% |
| All | +490.1% | +312.8% | +177.3% | +132.8% |
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