+167.8%
JCI vs CG
+56.8%
+111.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | +5.1% | -1.3% | +6.4% | +5.6% |
| 30D | -3.8% | -3.2% | -0.7% | -3.1% |
| 3M | +1.9% | +6.2% | -4.3% | -1.0% |
| 6M | +11.2% | -4.7% | +15.9% | +11.8% |
| YTD | +22.9% | -20.6% | +43.6% | +31.1% |
| 1Y | +37.4% | -26.4% | +63.7% | +50.4% |
| 3Y | +167.8% | +55.4% | +112.4% | +99.8% |
| All | +167.8% | +56.8% | +111.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling