+2,307.7%
JCI vs BP
+1,327.5%
+980.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +3.8% | +3.9% | -0.1% | +2.5% |
| 30D | -5.7% | +7.6% | -13.3% | -8.1% |
| 3M | -1.4% | +0.7% | -2.1% | -2.2% |
| 6M | +4.1% | +15.5% | -11.4% | -2.1% |
| YTD | +21.7% | +30.8% | -9.1% | +9.6% |
| 1Y | +36.1% | +34.3% | +1.8% | +21.0% |
| 3Y | +154.4% | +35.1% | +119.4% | +122.0% |
| 5Y | +112.0% | +126.8% | -14.8% | +50.8% |
| 10Y | +322.2% | +123.4% | +198.9% | +184.8% |
| All | +2,307.7% | +1,327.5% | +980.2% | +839.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling