+337.2%
JCI vs BP
+135.6%
+201.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +4.1% | +4.0% | +0.1% | +2.8% |
| 30D | -3.8% | +7.8% | -11.7% | -6.2% |
| 3M | -1.6% | +8.4% | -10.0% | -4.6% |
| 6M | +9.5% | +15.1% | -5.5% | +3.3% |
| YTD | +21.7% | +36.4% | -14.7% | +8.2% |
| 1Y | +37.1% | +40.9% | -3.8% | +20.0% |
| 3Y | +165.2% | +38.8% | +126.3% | +129.4% |
| 5Y | +110.3% | +141.1% | -30.8% | +44.7% |
| All | +337.2% | +135.6% | +201.6% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling