+325.3%
JCI vs CDW
+263.0%
+62.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +3.0% |
| 7D | +5.1% | -3.9% | +9.0% | +6.6% |
| 30D | -3.8% | +6.9% | -10.7% | -6.9% |
| 3M | +1.9% | +7.7% | -5.8% | -2.7% |
| 6M | +11.2% | +18.3% | -7.1% | -0.8% |
| YTD | +22.9% | +7.8% | +15.2% | +13.8% |
| 1Y | +37.4% | -12.2% | +49.5% | +38.9% |
| 3Y | +167.8% | -28.9% | +196.8% | +192.5% |
| 5Y | +115.0% | -22.8% | +137.8% | +121.0% |
| 10Y | +325.3% | +266.1% | +59.3% | +177.1% |
| All | +325.3% | +263.0% | +62.3% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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