+311.5%
JCI vs BIL
+30.8%
+280.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.2% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | -6.8% | +0.6% | -7.4% | -4.7% |
| 6M | +2.0% | +1.5% | +0.5% | +8.0% |
| YTD | +19.2% | +2.8% | +16.4% | +32.2% |
| 1Y | +16.7% | +3.3% | +13.4% | +32.2% |
| 3Y | +194.3% | +13.4% | +180.9% | +378.9% |
| 5Y | +103.0% | +19.8% | +83.2% | +314.0% |
| 10Y | +301.7% | +25.6% | +276.1% | +912.0% |
| All | +311.5% | +30.8% | +280.8% | +838.8% |
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