+167.8%
JCI vs BP
+36.5%
+131.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.5% | +0.6% |
| 7D | +5.1% | +0.9% | +4.2% | +4.9% |
| 30D | -3.8% | +9.1% | -13.0% | -5.4% |
| 3M | +1.9% | +3.9% | -2.0% | +1.1% |
| 6M | +11.2% | +13.6% | -2.4% | +7.1% |
| YTD | +22.9% | +34.0% | -11.1% | +13.2% |
| 1Y | +37.4% | +39.2% | -1.8% | +24.7% |
| 3Y | +167.8% | +36.4% | +131.4% | +138.0% |
| All | +167.8% | +36.5% | +131.4% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling