+27.7%
JCI vs BRO
-3.6%
+31.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.7% | -4.3% |
| 7D | -10.7% | +12.4% | -23.1% | -6.0% |
| 30D | -10.4% | +21.6% | -32.0% | -2.8% |
| 3M | -8.3% | +4.3% | -12.6% | -5.3% |
| 6M | -2.1% | +29.2% | -31.3% | +9.0% |
| YTD | +18.4% | -6.4% | +24.7% | +23.9% |
| 1Y | +27.7% | -5.3% | +33.0% | +33.9% |
| All | +27.7% | -3.6% | +31.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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