+37.4%
JCI vs CAPR
+35.6%
+1.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.0% |
| 7D | +5.1% | -9.5% | +14.6% | +5.1% |
| 30D | -3.8% | +121.5% | -125.4% | -3.7% |
| 3M | +1.9% | -65.4% | +67.3% | +1.9% |
| 6M | +11.2% | -67.5% | +78.7% | +11.2% |
| YTD | +22.9% | -68.6% | +91.6% | +22.9% |
| 1Y | +37.4% | +42.7% | -5.3% | +39.9% |
| All | +37.4% | +35.6% | +1.7% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling