+293.5%
JCI vs CF
+479.1%
-185.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +3.2% | +4.8% | -1.6% | +2.2% |
| 30D | -8.6% | +4.7% | -13.3% | -9.6% |
| 3M | -7.7% | +7.4% | -15.2% | -9.6% |
| 6M | -2.6% | +0.6% | -3.2% | -3.6% |
| YTD | +17.4% | +64.1% | -46.7% | +1.6% |
| 1Y | +16.9% | +51.4% | -34.5% | +3.1% |
| 3Y | +186.7% | +67.8% | +118.9% | +139.8% |
| 5Y | +95.4% | +114.1% | -18.8% | +42.9% |
| All | +293.5% | +479.1% | -185.5% | +113.7% |
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