+355.4%
JCI vs CFG
+396.4%
-40.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | +1.5% | +2.3% | +3.2% |
| 30D | -5.7% | -3.8% | -1.8% | -4.2% |
| 3M | -1.4% | +11.5% | -12.9% | -5.6% |
| 6M | +4.1% | +19.2% | -15.1% | -2.9% |
| YTD | +21.7% | +23.7% | -2.0% | +11.5% |
| 1Y | +36.1% | +38.8% | -2.7% | +18.8% |
| 3Y | +154.4% | +178.9% | -24.5% | +66.7% |
| 5Y | +112.0% | +101.8% | +10.2% | +52.6% |
| 10Y | +322.2% | +317.3% | +5.0% | +114.6% |
| All | +355.4% | +396.4% | -40.9% | +114.3% |
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