+16.9%
JCI vs ALL
+30.2%
-13.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.2% |
| 7D | +3.2% | +5.0% | -1.9% | +4.7% |
| 30D | -8.6% | +13.3% | -21.9% | -5.5% |
| 3M | -7.7% | +3.2% | -10.9% | -6.3% |
| 6M | -2.6% | +25.3% | -27.9% | +2.4% |
| YTD | +17.4% | +30.5% | -13.1% | +22.8% |
| 1Y | +16.9% | +29.2% | -12.3% | +22.4% |
| All | +16.9% | +30.2% | -13.3% | +22.4% |
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