+115.0%
JCI vs A
-14.2%
+129.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.9% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | -3.8% | +0.6% | -4.4% | -4.3% |
| 3M | +1.9% | +10.9% | -9.0% | -2.1% |
| 6M | +11.2% | +28.2% | -17.0% | +0.5% |
| YTD | +22.9% | +8.6% | +14.4% | +17.8% |
| 1Y | +37.4% | +15.5% | +21.8% | +27.7% |
| 3Y | +167.8% | +31.8% | +136.0% | +126.9% |
| 5Y | +115.0% | -14.9% | +129.9% | +121.4% |
| All | +115.0% | -14.2% | +129.3% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling