+115.0%
JCI vs BAH
-2.8%
+117.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +5.1% | -4.3% | +9.5% | +5.5% |
| 30D | -3.8% | -4.5% | +0.6% | -3.5% |
| 3M | +1.9% | -7.6% | +9.5% | +2.8% |
| 6M | +11.2% | -10.6% | +21.8% | +12.3% |
| YTD | +22.9% | -12.6% | +35.5% | +23.5% |
| 1Y | +37.4% | -27.0% | +64.4% | +42.1% |
| 3Y | +167.8% | -31.5% | +199.3% | +167.5% |
| 5Y | +115.0% | -3.8% | +118.9% | +96.1% |
| All | +115.0% | -2.8% | +117.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling