+148.2%
JCI vs CART
+38.4%
+109.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -9.4% | +3.0% | -12.4% | -9.6% |
| 30D | -13.4% | +28.6% | -42.0% | -14.9% |
| 3M | -12.4% | +29.1% | -41.5% | -14.1% |
| 6M | -5.1% | +44.7% | -49.9% | -8.2% |
| YTD | +13.7% | +29.2% | -15.5% | +11.2% |
| 1Y | +11.4% | +66.2% | -54.7% | +5.4% |
| 3Y | +175.9% | +112.8% | +63.1% | +151.7% |
| All | +148.2% | +38.4% | +109.8% | +123.9% |
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