+272.6%
JCI vs BB
+258.8%
+13.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -5.6% | +9.5% | +4.6% |
| 30D | -5.7% | -11.8% | +6.1% | -4.3% |
| 3M | -1.4% | -25.5% | +24.1% | +1.4% |
| 6M | +4.1% | +121.3% | -117.1% | -7.4% |
| YTD | +21.7% | +103.2% | -81.4% | +9.3% |
| 1Y | +36.1% | +102.6% | -66.5% | +21.8% |
| 3Y | +154.4% | +37.5% | +116.9% | +130.6% |
| 5Y | +112.0% | -30.4% | +142.5% | +103.3% |
| 10Y | +322.2% | 0.0% | +322.2% | +239.2% |
| All | +272.6% | +258.8% | +13.8% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling