+103.0%
JCI vs CNP
+74.6%
+28.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | -3.4% | -4.3% | +0.9% | -1.9% |
| 30D | -10.1% | +5.7% | -15.9% | -11.8% |
| 3M | -6.8% | +0.9% | -7.7% | -7.1% |
| 6M | +2.0% | -1.1% | +3.0% | +1.9% |
| YTD | +19.2% | +8.3% | +10.9% | +14.9% |
| 1Y | +16.7% | +5.9% | +10.8% | +13.4% |
| 3Y | +194.3% | +64.6% | +129.7% | +132.7% |
| 5Y | +103.0% | +74.6% | +28.5% | +52.0% |
| All | +103.0% | +74.6% | +28.5% | +52.0% |
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 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