+111.9%
JCI vs BND
-1.9%
+113.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | -3.8% | -0.2% | -3.6% | -3.7% |
| 3M | -1.6% | -0.7% | -1.0% | -1.3% |
| 6M | +9.5% | -1.7% | +11.2% | +10.5% |
| YTD | +21.7% | -0.5% | +22.3% | +22.1% |
| 1Y | +37.1% | +0.4% | +36.8% | +36.9% |
| 3Y | +165.2% | +13.1% | +152.0% | +145.1% |
| All | +111.9% | -1.9% | +113.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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