+109.9%
JCI vs BROS
+38.3%
+71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +4.1% | -6.6% | +10.7% | +4.9% |
| 30D | -3.8% | -12.3% | +8.5% | -2.5% |
| 3M | -1.6% | -22.2% | +20.6% | +0.4% |
| 6M | +9.5% | -14.3% | +23.8% | +10.2% |
| YTD | +21.7% | -26.6% | +48.3% | +24.4% |
| 1Y | +37.1% | -31.5% | +68.6% | +40.8% |
| 3Y | +165.2% | +62.3% | +102.9% | +141.7% |
| All | +109.9% | +38.3% | +71.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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