+16.9%
JCI vs CAG
-9.3%
+26.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -1.9% |
| 7D | +3.2% | -3.3% | +6.5% | +2.3% |
| 30D | -8.6% | +7.7% | -16.3% | -6.8% |
| 3M | -7.7% | -3.2% | -4.6% | -7.1% |
| 6M | -2.6% | +7.0% | -9.5% | +0.2% |
| YTD | +17.4% | -9.0% | +26.3% | +21.2% |
| 1Y | +16.9% | -9.6% | +26.5% | +20.0% |
| All | +16.9% | -9.3% | +26.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling