+165.6%
JCI vs CART
+21.6%
+144.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | -5.7% | +12.6% | -18.3% | -6.6% |
| 3M | -1.4% | +23.1% | -24.5% | -3.3% |
| 6M | +4.1% | +39.5% | -35.4% | +0.6% |
| YTD | +21.7% | +13.5% | +8.2% | +20.2% |
| 1Y | +36.1% | +14.9% | +21.3% | +33.9% |
| All | +165.6% | +21.6% | +144.0% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling