+115.0%
JCI vs CNP
+76.4%
+38.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +5.1% | +1.6% | +3.5% | +4.5% |
| 30D | -3.8% | -0.8% | -3.0% | -3.6% |
| 3M | +1.9% | -3.6% | +5.5% | +2.7% |
| 6M | +11.2% | -6.9% | +18.1% | +13.4% |
| YTD | +22.9% | +6.4% | +16.5% | +19.3% |
| 1Y | +37.4% | +9.9% | +27.4% | +31.5% |
| 3Y | +167.8% | +53.1% | +114.7% | +120.0% |
| 5Y | +115.0% | +72.0% | +43.1% | +66.4% |
| All | +115.0% | +76.4% | +38.6% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling