+108.8%
JCI vs BG
+88.4%
+20.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | +0.4% | +3.7% | -3.3% | -0.2% |
| 30D | -7.7% | +12.3% | -20.1% | -9.7% |
| 3M | +2.8% | -2.2% | +5.0% | +3.0% |
| 6M | +7.2% | +5.3% | +1.9% | +5.7% |
| YTD | +20.0% | +42.4% | -22.4% | +11.4% |
| 1Y | +33.3% | +55.2% | -21.9% | +21.2% |
| 3Y | +161.3% | +21.0% | +140.4% | +148.8% |
| 5Y | +108.8% | +87.1% | +21.6% | +59.2% |
| All | +108.8% | +88.4% | +20.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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