+16.9%
JCI vs COMP
+7.7%
+9.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.5% |
| 3M | -7.7% | -23.5% | +15.8% | -6.2% |
| 6M | -2.6% | +25.7% | -28.3% | -5.0% |
| YTD | +17.4% | -3.4% | +20.8% | +13.0% |
| 1Y | +16.9% | +7.6% | +9.3% | +10.6% |
| All | +16.9% | +7.7% | +9.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling