+345.8%
JCI vs CFG
+360.2%
-14.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.8% | +3.7% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -10.1% | +3.2% | -13.4% | -11.3% |
| 3M | -6.8% | -9.7% | +2.9% | -3.2% |
| 6M | +2.0% | +3.6% | -1.7% | +0.1% |
| YTD | +19.2% | +14.7% | +4.5% | +12.2% |
| 1Y | +16.7% | +29.6% | -12.8% | +4.6% |
| 3Y | +194.3% | +190.6% | +3.8% | +90.3% |
| 5Y | +103.0% | +67.1% | +36.0% | +57.1% |
| 10Y | +301.7% | +237.0% | +64.7% | +119.3% |
| All | +345.8% | +360.2% | -14.3% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling