+223.0%
JCI vs A
+457.0%
-234.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +3.8% | -1.9% | +5.8% | +4.5% |
| 30D | -5.7% | +6.9% | -12.6% | -7.9% |
| 3M | -1.4% | +9.2% | -10.6% | -4.5% |
| 6M | +4.1% | +25.7% | -21.5% | -4.5% |
| YTD | +21.7% | +11.5% | +10.2% | +15.6% |
| 1Y | +36.1% | +18.4% | +17.8% | +26.3% |
| 3Y | +154.4% | +26.6% | +127.8% | +127.1% |
| 5Y | +112.0% | -12.8% | +124.8% | +110.7% |
| 10Y | +322.2% | +247.2% | +75.0% | +168.2% |
| All | +223.0% | +457.0% | -234.0% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling