+339.4%
JCI vs BR
+1,286.0%
-946.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.1% |
| 7D | +5.1% | -5.9% | +11.1% | +8.0% |
| 30D | -3.8% | +1.9% | -5.7% | -5.1% |
| 3M | +1.9% | +14.7% | -12.8% | -5.5% |
| 6M | +11.2% | -12.8% | +24.0% | +16.1% |
| YTD | +22.9% | -23.0% | +46.0% | +35.3% |
| 1Y | +37.4% | -31.7% | +69.1% | +59.9% |
| 3Y | +167.8% | -4.8% | +172.6% | +161.4% |
| 5Y | +115.0% | +7.8% | +107.2% | +94.5% |
| 10Y | +325.3% | +184.1% | +141.2% | +130.8% |
| All | +339.4% | +1,286.0% | -946.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling