+341.0%
JCI vs BAH
+186.6%
+154.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | -3.8% | -6.6% | +2.8% | -2.7% |
| 3M | -1.6% | -7.2% | +5.5% | -0.6% |
| 6M | +9.5% | -10.0% | +19.5% | +10.8% |
| YTD | +21.7% | -12.5% | +34.2% | +22.5% |
| 1Y | +37.1% | -27.9% | +65.1% | +44.2% |
| 3Y | +165.2% | -31.4% | +196.6% | +170.5% |
| 5Y | +110.3% | -3.2% | +113.5% | +89.4% |
| 10Y | +341.0% | +191.5% | +149.5% | +215.0% |
| All | +341.0% | +186.6% | +154.4% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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