+330.8%
JCI vs BB
-0.1%
+330.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | -7.7% | -16.0% | +8.3% | -5.8% |
| 3M | +2.8% | -14.5% | +17.3% | +4.0% |
| 6M | +7.2% | +118.6% | -111.3% | -4.7% |
| YTD | +20.0% | +98.9% | -79.0% | +7.7% |
| 1Y | +33.3% | +99.5% | -66.2% | +19.1% |
| 3Y | +161.3% | +65.4% | +96.0% | +131.0% |
| 5Y | +108.8% | -27.6% | +136.4% | +96.1% |
| All | +330.8% | -0.1% | +330.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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