+161.0%
JCI vs COMP
-49.2%
+210.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +4.2% |
| 7D | -3.4% | +14.5% | -18.0% | -4.7% |
| 30D | -10.1% | +14.9% | -25.0% | -11.5% |
| 3M | -6.8% | -14.2% | +7.4% | -5.8% |
| 6M | +2.0% | +23.7% | -21.8% | -1.1% |
| YTD | +19.2% | +2.1% | +17.1% | +16.6% |
| 1Y | +16.7% | +26.2% | -9.5% | +11.6% |
| 3Y | +194.3% | +470.9% | -276.6% | +134.2% |
| 5Y | +103.0% | -14.0% | +117.1% | +75.0% |
| All | +161.0% | -49.2% | +210.2% | +129.1% |
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