+2,250.8%
JCI vs CNP
+1,902.6%
+348.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -5.9% | -3.0% | -2.8% | -5.1% |
| 30D | -10.4% | +6.8% | -17.2% | -11.8% |
| 3M | -6.1% | +3.6% | -9.7% | -6.9% |
| 6M | +1.7% | 0.0% | +1.7% | +1.5% |
| YTD | +18.9% | +9.4% | +9.5% | +16.0% |
| 1Y | +16.1% | +6.8% | +9.3% | +13.9% |
| 3Y | +187.8% | +64.2% | +123.7% | +152.9% |
| 5Y | +103.2% | +76.0% | +27.2% | +75.3% |
| 10Y | +288.2% | +143.3% | +144.9% | +203.1% |
| All | +2,250.8% | +1,902.6% | +348.3% | +868.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling