+9,772.3%
CSX vs JCI
+2,331.5%
+7,440.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -3.4% | +3.8% | -7.2% | -4.4% |
| 30D | -3.1% | -5.7% | +2.6% | -1.6% |
| 3M | +7.2% | -1.4% | +8.6% | +7.2% |
| 6M | +16.2% | +4.1% | +12.0% | +14.3% |
| YTD | +37.5% | +21.7% | +15.8% | +29.4% |
| 1Y | +53.2% | +36.1% | +17.1% | +39.4% |
| 3Y | +68.2% | +154.4% | -86.2% | +27.1% |
| 5Y | +65.2% | +112.0% | -46.8% | +29.8% |
| 10Y | +504.1% | +322.2% | +181.9% | +292.0% |
| All | +9,772.3% | +2,331.5% | +7,440.7% | +2,840.9% |
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