+301.7%
JCI vs CI
+158.0%
+143.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | -10.1% | +4.7% | -14.8% | -11.4% |
| 3M | -6.8% | +5.2% | -12.0% | -8.4% |
| 6M | +2.0% | +3.8% | -1.8% | 0.0% |
| YTD | +19.2% | +9.2% | +10.0% | +14.9% |
| 1Y | +16.7% | +14.3% | +2.5% | +11.1% |
| 3Y | +194.3% | +8.4% | +185.9% | +172.2% |
| 5Y | +103.0% | +50.0% | +53.0% | +64.4% |
| 10Y | +301.7% | +142.2% | +159.5% | +177.6% |
| All | +301.7% | +158.0% | +143.7% | +177.6% |
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