+27.7%
JCI vs CNC
+122.0%
-94.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.6% | -18.9% | -5.2% |
| 7D | -10.7% | +13.4% | -24.1% | -9.7% |
| 30D | -10.4% | +18.2% | -28.6% | -9.2% |
| 3M | -8.3% | +18.6% | -26.9% | -7.1% |
| 6M | -2.1% | +41.9% | -44.1% | -0.3% |
| YTD | +18.4% | +84.7% | -66.3% | +19.6% |
| 1Y | +27.7% | +110.5% | -82.8% | +26.6% |
| All | +27.7% | +122.0% | -94.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling