+160.0%
JCI vs CART
+39.2%
+120.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | -3.4% | +1.5% | -4.9% | -3.5% |
| 30D | -10.1% | +22.4% | -32.5% | -11.4% |
| 3M | -6.8% | +16.5% | -23.3% | -7.9% |
| 6M | +2.0% | +44.9% | -42.9% | -1.3% |
| YTD | +19.2% | +30.0% | -10.8% | +16.5% |
| 1Y | +16.7% | +59.1% | -42.3% | +11.2% |
| 3Y | +194.3% | +138.8% | +55.5% | +168.1% |
| All | +160.0% | +39.2% | +120.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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