+341.0%
JCI vs CNP
+132.2%
+208.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | -3.8% | -0.1% | -3.8% | -3.8% |
| 3M | -1.6% | -5.6% | +4.0% | +0.2% |
| 6M | +9.5% | -7.5% | +17.0% | +12.3% |
| YTD | +21.7% | +5.5% | +16.2% | +18.4% |
| 1Y | +37.1% | +8.3% | +28.8% | +31.8% |
| 3Y | +165.2% | +51.8% | +113.4% | +119.3% |
| 5Y | +110.3% | +69.9% | +40.4% | +64.9% |
| 10Y | +341.0% | +139.9% | +201.1% | +184.0% |
| All | +341.0% | +132.2% | +208.8% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling