+2,307.7%
JCI vs CAG
+604.9%
+1,702.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +3.8% | -3.8% | +7.6% | +4.7% |
| 30D | -5.7% | +3.1% | -8.8% | -6.4% |
| 3M | -1.4% | +23.5% | -24.9% | -6.6% |
| 6M | +4.1% | -14.8% | +19.0% | +7.0% |
| YTD | +21.7% | -5.4% | +27.2% | +21.9% |
| 1Y | +36.1% | -11.8% | +47.9% | +38.1% |
| 3Y | +154.4% | -36.7% | +191.1% | +174.8% |
| 5Y | +112.0% | -40.3% | +152.3% | +130.6% |
| 10Y | +322.2% | -37.0% | +359.2% | +335.3% |
| All | +2,307.7% | +604.9% | +1,702.9% | +1,021.3% |
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