+2,307.7%
JCI vs CI
+7,591.2%
-5,283.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +3.8% | +1.3% | +2.5% | +3.5% |
| 30D | -5.7% | +4.4% | -10.1% | -6.8% |
| 3M | -1.4% | +0.7% | -2.1% | -2.0% |
| 6M | +4.1% | +0.3% | +3.8% | +3.3% |
| YTD | +21.7% | +3.8% | +17.9% | +19.5% |
| 1Y | +36.1% | -5.5% | +41.6% | +35.6% |
| 3Y | +154.4% | +8.1% | +146.3% | +138.2% |
| 5Y | +112.0% | +42.8% | +69.2% | +81.9% |
| 10Y | +322.2% | +143.9% | +178.3% | +202.2% |
| All | +2,307.7% | +7,591.2% | -5,283.5% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling