+36.1%
JCI vs BR
-29.1%
+65.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.0% |
| 7D | +3.8% | -5.3% | +9.1% | +2.4% |
| 30D | -5.7% | +6.4% | -12.1% | -4.1% |
| 3M | -1.4% | +13.6% | -15.0% | +2.2% |
| 6M | +4.1% | -6.7% | +10.8% | +3.9% |
| YTD | +21.7% | -21.1% | +42.8% | +17.8% |
| 1Y | +36.1% | -29.6% | +65.7% | +37.3% |
| All | +36.1% | -29.1% | +65.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling