+110.3%
JCI vs CAG
-41.8%
+152.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +4.1% | -6.6% | +10.7% | +4.5% |
| 30D | -3.8% | +2.3% | -6.1% | -4.0% |
| 3M | -1.6% | +16.3% | -17.9% | -3.0% |
| 6M | +9.5% | -16.0% | +25.6% | +12.0% |
| YTD | +21.7% | -7.7% | +29.4% | +22.9% |
| 1Y | +37.1% | -16.0% | +53.2% | +40.0% |
| 3Y | +165.2% | -37.7% | +202.9% | +179.4% |
| 5Y | +110.3% | -41.2% | +151.5% | +124.0% |
| All | +110.3% | -41.8% | +152.1% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling