+167.8%
JCI vs BB
+68.2%
+99.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | -3.8% | -12.4% | +8.5% | -2.1% |
| 3M | +1.9% | -15.3% | +17.2% | +3.3% |
| 6M | +11.2% | +128.8% | -117.6% | -4.7% |
| YTD | +22.9% | +107.7% | -84.7% | +6.9% |
| 1Y | +37.4% | +103.9% | -66.5% | +19.1% |
| 3Y | +167.8% | +72.6% | +95.2% | +120.3% |
| All | +167.8% | +68.2% | +99.7% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling