+115.0%
JCI vs ALL
+117.0%
-2.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.6% |
| 7D | +5.1% | -1.7% | +6.8% | +5.6% |
| 30D | -3.8% | -4.7% | +0.8% | -2.7% |
| 3M | +1.9% | +18.4% | -16.5% | -3.6% |
| 6M | +11.2% | +20.5% | -9.3% | +4.4% |
| YTD | +22.9% | +23.5% | -0.6% | +14.1% |
| 1Y | +37.4% | +29.0% | +8.4% | +25.2% |
| 3Y | +167.8% | +153.7% | +14.1% | +86.0% |
| 5Y | +115.0% | +114.8% | +0.2% | +61.5% |
| All | +115.0% | +117.0% | -2.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling