+293.5%
JCI vs BP
+143.9%
+149.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.5% |
| 7D | +3.2% | +3.8% | -0.6% | +2.0% |
| 30D | -8.6% | -5.3% | -3.3% | -7.2% |
| 3M | -7.7% | +9.3% | -17.0% | -10.7% |
| 6M | -2.6% | +7.2% | -9.8% | -5.7% |
| YTD | +17.4% | +38.0% | -20.7% | +3.5% |
| 1Y | +16.9% | +33.2% | -16.3% | +4.1% |
| 3Y | +186.7% | +50.3% | +136.5% | +141.1% |
| 5Y | +95.4% | +114.1% | -18.7% | +40.6% |
| All | +293.5% | +143.9% | +149.7% | +157.9% |
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