+149.1%
JCI vs COMP
-52.0%
+201.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.7% |
| 7D | -9.4% | +13.4% | -22.8% | -10.6% |
| 30D | -13.4% | +11.1% | -24.5% | -14.5% |
| 3M | -12.4% | -18.8% | +6.5% | -11.0% |
| 6M | -5.1% | +10.5% | -15.6% | -7.0% |
| YTD | +13.7% | -3.4% | +17.1% | +11.8% |
| 1Y | +11.4% | +19.7% | -8.3% | +7.1% |
| 3Y | +175.9% | +381.6% | -205.7% | +123.0% |
| 5Y | +98.4% | -17.6% | +116.0% | +71.8% |
| All | +149.1% | -52.0% | +201.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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