+2,307.7%
JCI vs CNP
+1,826.3%
+481.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | -5.7% | -1.8% | -3.8% | -5.3% |
| 3M | -1.4% | -4.6% | +3.2% | -0.5% |
| 6M | +4.1% | -8.8% | +13.0% | +6.2% |
| YTD | +21.7% | +5.2% | +16.5% | +19.9% |
| 1Y | +36.1% | +8.3% | +27.8% | +33.0% |
| 3Y | +154.4% | +54.9% | +99.5% | +126.7% |
| 5Y | +112.0% | +73.5% | +38.5% | +83.5% |
| 10Y | +322.2% | +139.1% | +183.1% | +231.1% |
| All | +2,307.7% | +1,826.3% | +481.4% | +900.9% |
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