+320.4%
JCI vs BIL
+30.4%
+290.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +3.8% | +0.1% | +3.7% | +4.2% |
| 30D | -5.7% | +0.3% | -6.0% | -4.5% |
| 3M | -1.4% | +0.9% | -2.3% | +2.2% |
| 6M | +4.1% | +1.8% | +2.3% | +11.6% |
| YTD | +21.7% | +2.4% | +19.3% | +33.4% |
| 1Y | +36.1% | +3.7% | +32.4% | +56.4% |
| 3Y | +154.4% | +14.2% | +140.3% | +326.1% |
| 5Y | +112.0% | +19.4% | +92.6% | +326.6% |
| 10Y | +322.2% | +25.2% | +297.0% | +949.3% |
| All | +320.4% | +30.4% | +290.0% | +846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling