+2,221.0%
JCI vs CAG
+578.5%
+1,642.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +3.2% | -3.3% | +6.5% | +3.9% |
| 30D | -8.6% | +7.7% | -16.3% | -10.6% |
| 3M | -7.7% | -3.2% | -4.6% | -7.9% |
| 6M | -2.6% | +7.0% | -9.5% | -5.4% |
| YTD | +17.4% | -9.0% | +26.3% | +17.6% |
| 1Y | +16.9% | -9.6% | +26.5% | +17.3% |
| 3Y | +186.7% | -36.0% | +222.7% | +206.6% |
| 5Y | +95.4% | -40.9% | +136.2% | +111.4% |
| 10Y | +292.7% | -37.3% | +330.1% | +303.2% |
| All | +2,221.0% | +578.5% | +1,642.5% | +982.2% |
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