+2,309.0%
JCI vs CAG
+583.1%
+1,725.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.8% | +3.0% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | -6.9% | +9.7% | -16.6% | -9.3% |
| 3M | -6.3% | +0.5% | -6.8% | -7.2% |
| 6M | +2.6% | +8.9% | -6.4% | -0.8% |
| YTD | +21.8% | -8.4% | +30.2% | +21.9% |
| 1Y | +19.6% | -8.3% | +27.9% | +19.6% |
| 3Y | +194.9% | -36.1% | +231.1% | +215.6% |
| 5Y | +108.1% | -40.1% | +148.3% | +124.6% |
| 10Y | +307.6% | -36.9% | +344.5% | +317.9% |
| All | +2,309.0% | +583.1% | +1,725.9% | +1,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling