+301.7%
JCI vs CMS
+127.7%
+174.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.2% | +4.6% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -10.1% | +7.1% | -17.2% | -12.4% |
| 3M | -6.8% | -1.3% | -5.5% | -6.6% |
| 6M | +2.0% | -2.7% | +4.6% | +2.2% |
| YTD | +19.2% | +2.6% | +16.6% | +17.1% |
| 1Y | +16.7% | -2.0% | +18.7% | +16.5% |
| 3Y | +194.3% | +39.6% | +154.7% | +153.2% |
| 5Y | +103.0% | +35.3% | +67.7% | +74.7% |
| 10Y | +301.7% | +132.3% | +169.4% | +233.3% |
| All | +301.7% | +127.7% | +174.0% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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