+301.7%
JCI vs CF
+546.3%
-244.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -10.1% | +6.9% | -17.1% | -11.6% |
| 3M | -6.8% | +4.8% | -11.6% | -8.3% |
| 6M | +2.0% | +4.7% | -2.7% | -0.2% |
| YTD | +19.2% | +56.5% | -37.3% | +4.1% |
| 1Y | +16.7% | +48.4% | -31.7% | +3.2% |
| 3Y | +194.3% | +59.1% | +135.2% | +148.7% |
| 5Y | +103.0% | +109.5% | -6.5% | +48.7% |
| 10Y | +301.7% | +487.0% | -185.2% | +120.3% |
| All | +301.7% | +546.3% | -244.5% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling