+16.9%
JCI vs BEN
+65.1%
-48.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +3.2% | +6.8% | -3.6% | +1.3% |
| 30D | -8.6% | +18.0% | -26.6% | -12.4% |
| 3M | -7.7% | +7.5% | -15.2% | -9.5% |
| 6M | -2.6% | +14.7% | -17.3% | -6.1% |
| YTD | +17.4% | +56.1% | -38.7% | +7.0% |
| 1Y | +16.9% | +69.6% | -52.7% | +3.0% |
| All | +16.9% | +65.1% | -48.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling