+108.1%
JCI vs BEN
+32.3%
+75.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +2.9% | +7.2% | -4.3% | 0.0% |
| 30D | -6.9% | +14.1% | -21.1% | -12.0% |
| 3M | -6.3% | +9.9% | -16.2% | -10.1% |
| 6M | +2.6% | +17.4% | -14.8% | -4.6% |
| YTD | +21.8% | +57.3% | -35.5% | -0.8% |
| 1Y | +19.6% | +66.9% | -47.3% | -5.2% |
| 3Y | +194.9% | +85.7% | +109.3% | +112.7% |
| 5Y | +108.1% | +31.2% | +76.9% | +73.3% |
| All | +108.1% | +32.3% | +75.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling