+263.8%
JCI vs BB
+325.9%
-62.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -5.9% | +11.6% | -17.5% | -7.2% |
| 30D | -10.4% | +2.6% | -12.9% | -10.8% |
| 3M | -6.1% | +3.5% | -9.6% | -7.0% |
| 6M | +1.7% | +43.5% | -41.8% | -4.4% |
| YTD | +18.9% | +141.2% | -122.3% | +4.1% |
| 1Y | +16.1% | +97.4% | -81.3% | +4.1% |
| 3Y | +187.8% | +151.1% | +36.7% | +142.4% |
| 5Y | +103.2% | -12.8% | +116.0% | +89.4% |
| 10Y | +288.2% | +27.5% | +260.7% | +201.5% |
| All | +263.8% | +325.9% | -62.2% | +116.0% |
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