+176.4%
JCI vs BG
+1,185.2%
-1,008.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.2% |
| 7D | +5.1% | +2.4% | +2.8% | +4.4% |
| 30D | -3.8% | +15.0% | -18.9% | -7.7% |
| 3M | +1.9% | -0.7% | +2.6% | +1.5% |
| 6M | +11.2% | +7.5% | +3.7% | +8.0% |
| YTD | +22.9% | +41.6% | -18.7% | +10.2% |
| 1Y | +37.4% | +50.7% | -13.3% | +20.4% |
| 3Y | +167.8% | +20.3% | +147.5% | +145.3% |
| 5Y | +115.0% | +85.2% | +29.8% | +69.5% |
| 10Y | +325.3% | +160.6% | +164.7% | +187.4% |
| All | +176.4% | +1,185.2% | -1,008.8% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling