+9,714.3%
CSX vs JCI
+2,171.6%
+7,542.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.1% |
| 7D | -5.5% | -9.4% | +3.9% | -3.1% |
| 30D | +4.9% | -13.4% | +18.3% | +8.6% |
| 3M | -2.9% | -12.4% | +9.5% | 0.0% |
| 6M | +8.3% | -5.1% | +13.5% | +8.6% |
| YTD | +36.7% | +13.7% | +23.0% | +30.2% |
| 1Y | +41.5% | +11.4% | +30.1% | +35.4% |
| 3Y | +68.6% | +175.9% | -107.3% | +23.8% |
| 5Y | +48.4% | +98.4% | -50.0% | +18.0% |
| 10Y | +446.6% | +311.2% | +135.4% | +255.7% |
| All | +9,714.3% | +2,171.6% | +7,542.7% | +2,858.0% |
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