+2,272.4%
JCI vs CMI
+19,388.4%
-17,116.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -7.7% | -12.8% | +5.1% | -3.2% |
| 3M | +2.8% | -12.4% | +15.2% | +7.5% |
| 6M | +7.2% | -0.9% | +8.1% | +7.3% |
| YTD | +20.0% | +8.9% | +11.1% | +15.5% |
| 1Y | +33.3% | +37.7% | -4.5% | +17.8% |
| 3Y | +161.3% | +148.9% | +12.5% | +87.2% |
| 5Y | +108.8% | +164.4% | -55.6% | +46.2% |
| 10Y | +334.6% | +506.9% | -172.4% | +131.0% |
| All | +2,272.4% | +19,388.4% | -17,116.0% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling