+2,331.5%
JCI vs CAH
+14,665.6%
-12,334.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.8% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | -3.8% | +1.7% | -5.6% | -4.4% |
| 3M | +1.9% | +17.9% | -16.0% | -3.2% |
| 6M | +11.2% | +10.9% | +0.3% | +7.3% |
| YTD | +22.9% | +17.9% | +5.1% | +16.1% |
| 1Y | +37.4% | +61.7% | -24.3% | +17.5% |
| 3Y | +167.8% | +183.7% | -15.9% | +91.3% |
| 5Y | +115.0% | +401.3% | -286.3% | +28.3% |
| 10Y | +325.3% | +293.7% | +31.7% | +157.6% |
| All | +2,331.5% | +14,665.6% | -12,334.1% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling