+302.6%
JCI vs CNP
+145.0%
+157.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.4% | +2.5% | +6.0% | +7.4% |
| 30D | -8.9% | +4.0% | -12.9% | -10.3% |
| 3M | -6.4% | +1.6% | -8.1% | -7.1% |
| 6M | +1.6% | -1.7% | +3.3% | +1.8% |
| YTD | +20.1% | +8.6% | +11.4% | +15.5% |
| 1Y | +17.2% | +5.8% | +11.4% | +13.8% |
| 3Y | +190.7% | +63.0% | +127.7% | +133.4% |
| 5Y | +99.9% | +74.7% | +25.2% | +55.0% |
| All | +302.6% | +145.0% | +157.6% | +150.7% |
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