+341.0%
JCI vs ALL
+359.1%
-18.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | -2.2% | +6.3% | +5.0% |
| 30D | -3.8% | -5.6% | +1.7% | -1.6% |
| 3M | -1.6% | +17.2% | -18.9% | -9.4% |
| 6M | +9.5% | +23.2% | -13.7% | -1.9% |
| YTD | +21.7% | +23.6% | -1.9% | +8.3% |
| 1Y | +37.1% | +29.2% | +8.0% | +18.9% |
| 3Y | +165.2% | +153.8% | +11.3% | +56.7% |
| 5Y | +110.3% | +116.1% | -5.8% | +31.5% |
| 10Y | +341.0% | +364.8% | -23.8% | +80.8% |
| All | +341.0% | +359.1% | -18.1% | +80.8% |
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