+103.0%
JCI vs BIL
+19.8%
+83.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -10.1% | 0.0% | -10.1% | -9.9% |
| 3M | -6.8% | +0.6% | -7.4% | -6.0% |
| 6M | +2.0% | +1.5% | +0.5% | +3.4% |
| YTD | +19.2% | +2.8% | +16.4% | +20.4% |
| 1Y | +16.7% | +3.3% | +13.4% | +17.8% |
| 3Y | +194.3% | +13.4% | +180.9% | +155.0% |
| 5Y | +103.0% | +19.8% | +83.2% | +31.0% |
| All | +103.0% | +19.8% | +83.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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