+68.6%
CSX vs JCI
+174.6%
-106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.0% |
| 7D | -5.5% | -9.4% | +3.9% | -3.5% |
| 30D | +4.9% | -13.4% | +18.3% | +8.2% |
| 3M | -2.9% | -12.4% | +9.5% | -0.3% |
| 6M | +8.3% | -5.1% | +13.5% | +8.2% |
| YTD | +36.7% | +13.7% | +23.0% | +29.1% |
| 1Y | +41.5% | +11.4% | +30.1% | +34.3% |
| 3Y | +68.6% | +175.9% | -107.3% | +18.5% |
| All | +68.6% | +174.6% | -106.0% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling