+267.5%
JCI vs BB
+325.0%
-57.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | +8.4% | +9.0% | -0.5% | +7.3% |
| 30D | -8.9% | +7.7% | -16.6% | -9.9% |
| 3M | -6.4% | +4.0% | -10.4% | -7.4% |
| 6M | +1.6% | +46.6% | -45.0% | -4.7% |
| YTD | +20.1% | +140.6% | -120.6% | +5.1% |
| 1Y | +17.2% | +103.1% | -85.9% | +4.7% |
| 3Y | +190.7% | +150.5% | +40.2% | +144.9% |
| 5Y | +99.9% | -15.4% | +115.3% | +86.9% |
| 10Y | +301.8% | +25.4% | +276.4% | +212.7% |
| All | +267.5% | +325.0% | -57.5% | +118.2% |
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