+111.9%
JCI vs CAH
+401.2%
-289.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +4.1% | -2.2% | +6.3% | +4.6% |
| 30D | -3.8% | +1.2% | -5.0% | -4.2% |
| 3M | -1.6% | +13.1% | -14.7% | -4.9% |
| 6M | +9.5% | +8.5% | +1.1% | +6.9% |
| YTD | +21.7% | +17.6% | +4.1% | +15.9% |
| 1Y | +37.1% | +60.7% | -23.5% | +18.6% |
| 3Y | +165.2% | +183.2% | -18.0% | +88.3% |
| All | +111.9% | +401.2% | -289.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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