+103.0%
JCI vs BP
+103.3%
-0.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.6% | +4.8% |
| 7D | -3.4% | -6.9% | +3.5% | -1.9% |
| 30D | -10.1% | -3.6% | -6.5% | -9.5% |
| 3M | -6.8% | +8.4% | -15.2% | -8.8% |
| 6M | +2.0% | +5.3% | -3.4% | 0.0% |
| YTD | +19.2% | +33.2% | -14.0% | +8.8% |
| 1Y | +16.7% | +28.2% | -11.4% | +7.5% |
| 3Y | +194.3% | +49.2% | +145.1% | +155.9% |
| 5Y | +103.0% | +102.9% | +0.2% | +60.1% |
| All | +103.0% | +103.3% | -0.3% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling