+108.8%
JCI vs BR
+7.7%
+101.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | -6.0% | +6.4% | +2.4% |
| 30D | -7.7% | -0.9% | -6.9% | -7.7% |
| 3M | +2.8% | +16.4% | -13.6% | -3.5% |
| 6M | +7.2% | -8.2% | +15.4% | +10.5% |
| YTD | +20.0% | -23.2% | +43.2% | +34.0% |
| 1Y | +33.3% | -30.9% | +64.2% | +57.1% |
| 3Y | +161.3% | -5.0% | +166.3% | +154.1% |
| 5Y | +108.8% | +8.8% | +100.0% | +80.7% |
| All | +108.8% | +7.7% | +101.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling