+340.5%
JCI vs CAG
-36.2%
+376.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.7% | -5.7% | +6.4% | +1.6% |
| 30D | -4.4% | -2.4% | -2.0% | -4.2% |
| 3M | +1.7% | +9.8% | -8.1% | -0.2% |
| 6M | +8.8% | -10.8% | +19.6% | +10.4% |
| YTD | +22.6% | -10.8% | +33.5% | +24.2% |
| 1Y | +36.2% | -19.0% | +55.2% | +40.0% |
| 3Y | +168.0% | -39.7% | +207.7% | +187.9% |
| 5Y | +113.5% | -43.0% | +156.4% | +131.2% |
| All | +340.5% | -36.2% | +376.6% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling