+2,149.4%
JCI vs CI
+7,937.0%
-5,787.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.4% |
| 7D | -9.4% | -1.6% | -7.8% | -9.1% |
| 30D | -13.4% | +5.4% | -18.8% | -14.9% |
| 3M | -12.4% | +7.3% | -19.6% | -14.4% |
| 6M | -5.1% | +5.3% | -10.4% | -7.4% |
| YTD | +13.7% | +8.5% | +5.3% | +9.9% |
| 1Y | +11.4% | +17.1% | -5.7% | +5.4% |
| 3Y | +175.9% | +1.4% | +174.5% | +162.1% |
| 5Y | +98.4% | +50.5% | +47.9% | +67.3% |
| 10Y | +311.2% | +168.5% | +142.6% | +186.1% |
| All | +2,149.4% | +7,937.0% | -5,787.6% | +394.1% |
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