+325.3%
JCI vs CI
+142.6%
+182.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | -3.8% | -1.8% | -2.0% | -3.4% |
| 3M | +1.9% | -4.2% | +6.1% | +2.6% |
| 6M | +11.2% | +2.7% | +8.5% | +9.6% |
| YTD | +22.9% | +1.9% | +21.0% | +21.2% |
| 1Y | +37.4% | -6.3% | +43.6% | +37.2% |
| 3Y | +167.8% | +3.9% | +164.0% | +150.7% |
| 5Y | +115.0% | +41.9% | +73.2% | +77.4% |
| 10Y | +325.3% | +140.4% | +184.9% | +204.2% |
| All | +325.3% | +142.6% | +182.7% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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