+175.9%
JCI vs CMS
+35.4%
+140.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.8% |
| 7D | -9.4% | -1.3% | -8.1% | -9.4% |
| 30D | -13.4% | +6.3% | -19.7% | -14.0% |
| 3M | -12.4% | -2.1% | -10.3% | -12.3% |
| 6M | -5.1% | -5.1% | 0.0% | -5.0% |
| YTD | +13.7% | +1.3% | +12.5% | +13.1% |
| 1Y | +11.4% | -1.4% | +12.8% | +11.2% |
| 3Y | +175.9% | +36.9% | +139.0% | +148.2% |
| All | +175.9% | +35.4% | +140.5% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling