+95.0%
JCI vs CF
+114.1%
-19.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +3.2% | +4.8% | -1.6% | +2.9% |
| 30D | -8.6% | +4.7% | -13.3% | -8.8% |
| 3M | -7.7% | +7.4% | -15.2% | -8.3% |
| 6M | -2.6% | +0.6% | -3.2% | -2.8% |
| YTD | +17.4% | +64.1% | -46.7% | +10.1% |
| 1Y | +16.9% | +51.4% | -34.5% | +10.7% |
| 3Y | +186.7% | +67.8% | +118.9% | +163.0% |
| All | +95.0% | +114.1% | -19.1% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling