+165.9%
JCI vs CNC
+5,330.7%
-5,164.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.6% |
| 7D | +5.1% | -1.0% | +6.1% | +5.2% |
| 30D | -3.8% | -1.8% | -2.0% | -3.6% |
| 3M | +1.9% | -0.7% | +2.6% | +1.7% |
| 6M | +11.2% | +47.9% | -36.8% | +3.0% |
| YTD | +22.9% | +56.9% | -34.0% | +12.3% |
| 1Y | +37.4% | +123.9% | -86.5% | +17.2% |
| 3Y | +167.8% | -1.3% | +169.1% | +152.6% |
| 5Y | +115.0% | +2.8% | +112.3% | +98.9% |
| 10Y | +325.3% | +90.9% | +234.4% | +242.4% |
| All | +165.9% | +5,330.7% | -5,164.8% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling