+1,003.8%
JCI vs BTG
+378.0%
+625.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +1.2% |
| 7D | +5.1% | +4.8% | +0.3% | +4.8% |
| 30D | -3.8% | +8.3% | -12.2% | -4.3% |
| 3M | +1.9% | +32.3% | -30.4% | -0.1% |
| 6M | +11.2% | +3.0% | +8.2% | +10.4% |
| YTD | +22.9% | +21.9% | +1.0% | +20.6% |
| 1Y | +37.4% | +28.2% | +9.2% | +34.1% |
| 3Y | +167.8% | +99.9% | +67.9% | +152.8% |
| 5Y | +115.0% | +73.6% | +41.5% | +103.1% |
| 10Y | +325.3% | +136.5% | +188.8% | +287.3% |
| All | +1,003.8% | +378.0% | +625.8% | +854.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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