+301.7%
JCI vs CAPR
-64.9%
+366.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.4% | -4.7% | +4.7% |
| 7D | -3.4% | +36.0% | -39.5% | -3.7% |
| 30D | -10.1% | +25.8% | -35.9% | -10.4% |
| 3M | -6.8% | +140.8% | -147.6% | -7.8% |
| 6M | +2.0% | -67.6% | +69.6% | +2.3% |
| YTD | +19.2% | -65.9% | +85.0% | +19.4% |
| 1Y | +16.7% | +66.1% | -49.4% | +12.5% |
| 3Y | +194.3% | +256.9% | -62.6% | +174.6% |
| 5Y | +103.0% | +172.1% | -69.1% | +88.7% |
| 10Y | +301.7% | -64.7% | +366.4% | +257.3% |
| All | +301.7% | -64.9% | +366.7% | +257.3% |
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