+2,307.7%
JCI vs BEN
+4,913.3%
-2,605.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -5.7% | -0.5% | -5.1% | -5.5% |
| 3M | -1.4% | +9.7% | -11.1% | -5.0% |
| 6M | +4.1% | +33.9% | -29.8% | -7.3% |
| YTD | +21.7% | +49.0% | -27.2% | +3.7% |
| 1Y | +36.1% | +42.1% | -6.0% | +17.7% |
| 3Y | +154.4% | +51.9% | +102.6% | +109.6% |
| 5Y | +112.0% | +39.0% | +73.0% | +77.0% |
| 10Y | +322.2% | +57.9% | +264.4% | +216.7% |
| All | +2,307.7% | +4,913.3% | -2,605.6% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling