+103.2%
JCI vs BB
-16.9%
+120.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -5.9% | +11.6% | -17.5% | -7.7% |
| 30D | -10.4% | +2.6% | -12.9% | -10.9% |
| 3M | -6.1% | +3.5% | -9.6% | -7.3% |
| 6M | +1.7% | +43.5% | -41.8% | -6.7% |
| YTD | +18.9% | +141.2% | -122.3% | -1.8% |
| 1Y | +16.1% | +97.4% | -81.3% | -0.6% |
| 3Y | +187.8% | +151.1% | +36.7% | +123.8% |
| 5Y | +103.2% | -12.8% | +116.0% | +90.6% |
| All | +103.2% | -16.9% | +120.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling