+1,023.8%
JCI vs BAH
+1,084.3%
-60.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -5.9% | +0.5% | -6.3% | -6.0% |
| 30D | -10.4% | +18.2% | -28.6% | -13.5% |
| 3M | -6.1% | +13.1% | -19.2% | -8.9% |
| 6M | +1.7% | +15.2% | -13.5% | -2.4% |
| YTD | +18.9% | +6.0% | +12.9% | +14.6% |
| 1Y | +16.1% | +3.1% | +13.0% | +12.4% |
| 3Y | +187.8% | -26.2% | +214.0% | +193.2% |
| 5Y | +103.2% | +9.3% | +93.9% | +83.2% |
| 10Y | +288.2% | +212.3% | +75.9% | +163.0% |
| All | +1,023.8% | +1,084.3% | -60.5% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling