+288.2%
JCI vs CF
+494.2%
-206.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.8% |
| 7D | -5.9% | +4.8% | -10.6% | -6.8% |
| 30D | -10.4% | +9.7% | -20.1% | -12.2% |
| 3M | -6.1% | +1.2% | -7.3% | -6.9% |
| 6M | +1.7% | +7.4% | -5.7% | -0.9% |
| YTD | +18.9% | +60.5% | -41.7% | +3.4% |
| 1Y | +16.1% | +50.7% | -34.6% | +2.4% |
| 3Y | +187.8% | +64.8% | +123.0% | +141.6% |
| 5Y | +103.2% | +115.8% | -12.6% | +48.0% |
| 10Y | +288.2% | +481.0% | -192.8% | +114.4% |
| All | +288.2% | +494.2% | -206.0% | +114.4% |
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