+2,307.7%
JCI vs CMS
+457.8%
+1,849.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | -5.7% | -3.6% | -2.1% | -4.7% |
| 3M | -1.4% | -1.9% | +0.5% | -1.1% |
| 6M | +4.1% | -11.0% | +15.1% | +7.2% |
| YTD | +21.7% | +0.2% | +21.5% | +21.2% |
| 1Y | +36.1% | -1.3% | +37.5% | +35.9% |
| 3Y | +154.4% | +35.9% | +118.5% | +130.0% |
| 5Y | +112.0% | +23.1% | +88.9% | +95.9% |
| 10Y | +322.2% | +117.9% | +204.3% | +229.3% |
| All | +2,307.7% | +457.8% | +1,849.9% | +1,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling