+108.8%
JCI vs CNC
+5.2%
+103.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -1.6% |
| 7D | +0.4% | -3.9% | +4.3% | +0.6% |
| 30D | -7.7% | +0.8% | -8.5% | -7.8% |
| 3M | +2.8% | +0.1% | +2.7% | +2.6% |
| 6M | +7.2% | +79.7% | -72.4% | +2.7% |
| YTD | +20.0% | +58.9% | -39.0% | +15.4% |
| 1Y | +33.3% | +109.1% | -75.9% | +24.7% |
| 3Y | +161.3% | 0.0% | +161.3% | +155.6% |
| 5Y | +108.8% | +9.5% | +99.3% | +110.2% |
| All | +108.8% | +5.2% | +103.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling