+115.0%
JCI vs BEN
+42.4%
+72.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.1% | +4.7% | +0.4% | +3.2% |
| 30D | -3.8% | +2.6% | -6.4% | -4.9% |
| 3M | +1.9% | +11.5% | -9.6% | -2.8% |
| 6M | +11.2% | +35.3% | -24.1% | -2.4% |
| YTD | +22.9% | +48.6% | -25.7% | +3.3% |
| 1Y | +37.4% | +46.7% | -9.3% | +15.7% |
| 3Y | +167.8% | +57.0% | +110.8% | +111.3% |
| 5Y | +115.0% | +41.8% | +73.2% | +68.9% |
| All | +115.0% | +42.4% | +72.7% | +68.9% |
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