+307.6%
JCI vs A
+308.8%
-1.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | -6.9% | +3.3% | -10.2% | -8.0% |
| 3M | -6.3% | +18.5% | -24.8% | -12.8% |
| 6M | +2.6% | +59.3% | -56.7% | -16.5% |
| YTD | +21.8% | +31.0% | -9.2% | +6.9% |
| 1Y | +19.6% | +19.3% | +0.3% | +9.3% |
| 3Y | +194.9% | +66.8% | +128.1% | +122.7% |
| 5Y | +108.1% | +15.5% | +92.7% | +83.0% |
| 10Y | +307.6% | +312.3% | -4.7% | +107.3% |
| All | +307.6% | +308.8% | -1.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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