+654.7%
JCI vs CG
+278.1%
+376.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | 0.0% |
| 7D | +8.4% | -1.5% | +9.9% | +8.9% |
| 30D | -8.9% | +5.7% | -14.6% | -10.9% |
| 3M | -6.4% | -17.9% | +11.4% | -0.8% |
| 6M | +1.6% | -20.2% | +21.8% | +8.4% |
| YTD | +20.1% | -32.0% | +52.1% | +33.6% |
| 1Y | +17.2% | -27.0% | +44.2% | +27.1% |
| 3Y | +190.7% | +42.8% | +148.0% | +143.4% |
| 5Y | +99.9% | -23.4% | +123.3% | +97.6% |
| 10Y | +301.8% | +278.2% | +23.6% | +145.8% |
| All | +654.7% | +278.1% | +376.6% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling