+36.1%
JCI vs ALL
+28.3%
+7.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +1.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.7% | -1.5% | -4.2% | -5.9% |
| 3M | -1.4% | +23.6% | -25.0% | +1.6% |
| 6M | +4.1% | +22.3% | -18.2% | +7.6% |
| YTD | +21.7% | +26.5% | -4.8% | +25.3% |
| 1Y | +36.1% | +27.0% | +9.1% | +40.5% |
| All | +36.1% | +28.3% | +7.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling