+288.2%
JCI vs ALL
+372.0%
-83.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.4% |
| 7D | -5.9% | -0.1% | -5.7% | -6.0% |
| 30D | -10.4% | +13.8% | -24.2% | -15.6% |
| 3M | -6.1% | -2.8% | -3.3% | -5.8% |
| 6M | +1.7% | +23.7% | -22.0% | -9.4% |
| YTD | +18.9% | +27.3% | -8.4% | +3.7% |
| 1Y | +16.1% | +30.5% | -14.4% | -0.1% |
| 3Y | +187.8% | +113.0% | +74.8% | +86.8% |
| 5Y | +103.2% | +157.6% | -54.4% | +14.6% |
| 10Y | +288.2% | +368.4% | -80.2% | +74.8% |
| All | +288.2% | +372.0% | -83.8% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling