+34.2%
CVS vs JCI
+105.2%
-71.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +1.9% | -7.7% | +9.6% | +3.5% |
| 3M | -2.2% | +2.8% | -4.9% | -3.0% |
| 6M | +26.7% | +7.2% | +19.5% | +24.0% |
| YTD | +22.9% | +20.0% | +2.9% | +17.0% |
| 1Y | +32.9% | +33.3% | -0.3% | +23.2% |
| 3Y | +62.3% | +161.3% | -99.0% | +25.6% |
| 5Y | +34.2% | +108.8% | -74.5% | +3.4% |
| All | +34.2% | +105.2% | -71.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling