+1,051.0%
JCI vs BAH
+886.2%
+164.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +3.8% | -3.2% | +7.1% | +4.5% |
| 30D | -5.7% | +2.0% | -7.7% | -6.2% |
| 3M | -1.4% | -7.6% | +6.2% | -0.3% |
| 6M | +4.1% | -5.7% | +9.8% | +4.1% |
| YTD | +21.7% | -11.7% | +33.5% | +22.4% |
| 1Y | +36.1% | -27.4% | +63.5% | +42.8% |
| 3Y | +154.4% | -32.5% | +187.0% | +163.1% |
| 5Y | +112.0% | -3.3% | +115.4% | +95.8% |
| 10Y | +322.2% | +186.0% | +136.2% | +191.2% |
| All | +1,051.0% | +886.2% | +164.8% | +452.5% |
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