+116.9%
JCI vs BUD
+46.3%
+70.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | -5.7% | -5.7% | 0.0% | -4.1% |
| 3M | -1.4% | +3.1% | -4.5% | -2.7% |
| 6M | +4.1% | +7.9% | -3.7% | +1.0% |
| YTD | +21.7% | +27.3% | -5.6% | +12.0% |
| 1Y | +36.1% | +37.8% | -1.7% | +21.9% |
| 3Y | +154.4% | +49.8% | +104.6% | +114.4% |
| All | +116.9% | +46.3% | +70.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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