+351.7%
JCI vs CF
+5,277.9%
-4,926.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.2% | -12.6% | -7.8% |
| 7D | -16.9% | +0.4% | -17.3% | -17.2% |
| 30D | -17.2% | +2.2% | -19.4% | -17.9% |
| 3M | -14.2% | +2.1% | -16.3% | -15.3% |
| 6M | -8.7% | -6.5% | -2.2% | -8.5% |
| YTD | +10.7% | +55.6% | -44.8% | -3.2% |
| 1Y | +9.7% | +42.3% | -32.6% | -2.2% |
| 3Y | +166.9% | +55.7% | +111.2% | +127.5% |
| 5Y | +93.1% | +122.4% | -29.3% | +43.7% |
| 10Y | +300.3% | +568.5% | -268.3% | +113.1% |
| All | +351.7% | +5,277.9% | -4,926.2% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling