+308.5%
JCI vs CFG
+216.8%
+91.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.3% |
| 30D | -6.9% | +3.1% | -10.1% | -8.1% |
| 3M | -6.3% | -9.7% | +3.4% | -2.6% |
| 6M | +2.6% | +6.7% | -4.1% | -0.5% |
| YTD | +21.8% | +15.2% | +6.6% | +14.3% |
| 1Y | +19.6% | +28.8% | -9.2% | +7.2% |
| 3Y | +194.9% | +190.1% | +4.9% | +88.5% |
| 5Y | +108.1% | +63.4% | +44.8% | +61.3% |
| All | +308.5% | +216.8% | +91.7% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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