+166.8%
JCI vs CAPR
+56.4%
+110.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | +3.8% | -2.0% | +5.8% | +3.8% |
| 30D | -5.7% | +139.2% | -144.9% | -6.1% |
| 3M | -1.4% | -66.4% | +65.0% | -1.2% |
| 6M | +4.1% | -63.1% | +67.3% | +4.3% |
| YTD | +21.7% | -67.4% | +89.2% | +21.9% |
| 1Y | +36.1% | +58.2% | -22.1% | +33.8% |
| All | +166.8% | +56.4% | +110.4% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling