+156.1%
JCI vs CART
+40.2%
+115.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.3% |
| 7D | +3.2% | +1.3% | +1.9% | +3.1% |
| 30D | -8.6% | +19.2% | -27.8% | -9.7% |
| 3M | -7.7% | +17.6% | -25.3% | -8.9% |
| 6M | -2.6% | +47.4% | -49.9% | -5.8% |
| YTD | +17.4% | +30.9% | -13.5% | +14.7% |
| 1Y | +16.9% | +46.0% | -29.1% | +12.6% |
| 3Y | +186.7% | +130.3% | +56.4% | +161.3% |
| All | +156.1% | +40.2% | +115.9% | +130.9% |
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