+940.8%
JCI vs ACWI
+356.8%
+584.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +0.5% | +3.3% | +3.3% |
| 30D | -5.7% | +0.9% | -6.5% | -6.5% |
| 3M | -1.4% | +2.4% | -3.8% | -3.5% |
| 6M | +4.1% | +12.4% | -8.2% | -6.9% |
| YTD | +21.7% | +15.2% | +6.6% | +6.3% |
| 1Y | +36.1% | +22.7% | +13.4% | +11.8% |
| 3Y | +154.4% | +75.8% | +78.6% | +49.5% |
| 5Y | +112.0% | +67.7% | +44.3% | +31.0% |
| 10Y | +322.2% | +229.0% | +93.2% | +39.6% |
| All | +940.8% | +356.8% | +584.0% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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