+2,715.6%
JCI vs ALL
+3,584.0%
-868.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | -3.4% | -3.9% | +0.5% | -2.2% |
| 30D | -10.1% | +10.6% | -20.7% | -13.8% |
| 3M | -6.8% | -4.6% | -2.2% | -6.0% |
| 6M | +2.0% | +20.2% | -18.2% | -6.4% |
| YTD | +19.2% | +23.7% | -4.5% | +7.6% |
| 1Y | +16.7% | +27.9% | -11.1% | +3.9% |
| 3Y | +194.3% | +109.2% | +85.2% | +113.4% |
| 5Y | +103.0% | +148.0% | -44.9% | +35.6% |
| 10Y | +301.7% | +363.8% | -62.0% | +112.1% |
| All | +2,715.6% | +3,584.0% | -868.3% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling