+2,776.2%
JCI vs ALL
+3,667.9%
-891.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.7% | -1.5% | -4.2% | -5.3% |
| 3M | -1.4% | +23.6% | -25.0% | -9.7% |
| 6M | +4.1% | +22.3% | -18.2% | -4.6% |
| YTD | +21.7% | +26.5% | -4.8% | +9.8% |
| 1Y | +36.1% | +27.0% | +9.1% | +22.1% |
| 3Y | +154.4% | +149.6% | +4.9% | +73.5% |
| 5Y | +112.0% | +118.1% | -6.1% | +49.6% |
| 10Y | +322.2% | +369.0% | -46.7% | +123.7% |
| All | +2,776.2% | +3,667.9% | -891.6% | +692.7% |
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