+325.3%
JCI vs CAPR
-77.1%
+402.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.0% |
| 7D | +5.1% | -9.5% | +14.6% | +5.2% |
| 30D | -3.8% | +121.5% | -125.4% | -4.8% |
| 3M | +1.9% | -65.4% | +67.3% | +2.3% |
| 6M | +11.2% | -67.5% | +78.7% | +11.6% |
| YTD | +22.9% | -68.6% | +91.6% | +23.4% |
| 1Y | +37.4% | +42.7% | -5.3% | +32.6% |
| 3Y | +167.8% | +43.4% | +124.5% | +152.9% |
| 5Y | +115.0% | +86.0% | +29.0% | +100.6% |
| 10Y | +325.3% | -77.4% | +402.7% | +289.6% |
| All | +325.3% | -77.1% | +402.4% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling