+340.5%
JCI vs BR
+189.7%
+150.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +0.7% | -3.0% | +3.7% | +2.0% |
| 30D | -4.4% | -0.3% | -4.1% | -4.6% |
| 3M | +1.7% | +17.3% | -15.6% | -6.1% |
| 6M | +8.8% | -6.7% | +15.5% | +10.5% |
| YTD | +22.6% | -23.4% | +46.1% | +36.0% |
| 1Y | +36.2% | -32.7% | +68.9% | +60.9% |
| 3Y | +168.0% | -5.9% | +173.9% | +163.1% |
| 5Y | +113.5% | +8.4% | +105.0% | +91.3% |
| All | +340.5% | +189.7% | +150.8% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling