+36.1%
JCI vs CF
+62.4%
-26.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.6% |
| 7D | +3.8% | +6.0% | -2.2% | +4.4% |
| 30D | -5.7% | +14.8% | -20.5% | -4.4% |
| 3M | -1.4% | +14.1% | -15.5% | -0.2% |
| 6M | +4.1% | +28.5% | -24.4% | +4.9% |
| YTD | +21.7% | +74.9% | -53.2% | +21.4% |
| 1Y | +36.1% | +61.7% | -25.6% | +36.3% |
| All | +36.1% | +62.4% | -26.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling