+114.4%
JCI vs CMI
+164.8%
-50.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | +0.7% | -0.7% | +1.5% | +1.2% |
| 30D | -4.4% | -12.4% | +8.0% | +3.0% |
| 3M | +1.7% | -14.8% | +16.4% | +10.8% |
| 6M | +8.8% | +0.8% | +8.0% | +7.2% |
| YTD | +22.6% | +10.2% | +12.5% | +13.1% |
| 1Y | +36.2% | +37.4% | -1.2% | +9.1% |
| 3Y | +168.0% | +153.3% | +14.7% | +43.6% |
| All | +114.4% | +164.8% | -50.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling