+157.0%
JCI vs COMP
-52.0%
+209.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -8.6% | +16.6% | -25.2% | -10.2% |
| 3M | -7.7% | -23.5% | +15.8% | -5.7% |
| 6M | -2.6% | +25.7% | -28.3% | -5.7% |
| YTD | +17.4% | -3.4% | +20.8% | +15.4% |
| 1Y | +16.9% | +7.6% | +9.3% | +13.6% |
| 3Y | +186.7% | +423.6% | -236.8% | +130.0% |
| 5Y | +95.4% | -10.6% | +106.0% | +68.9% |
| All | +157.0% | -52.0% | +209.0% | +126.7% |
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