+194.3%
JCI vs COMP
+431.5%
-237.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.7% |
| 6M | +2.0% | +23.7% | -21.8% | -1.2% |
| YTD | +19.2% | +2.1% | +17.1% | +16.4% |
| 1Y | +16.7% | +26.2% | -9.5% | +11.2% |
| 3Y | +194.3% | +470.9% | -276.6% | +125.5% |
| All | +194.3% | +431.5% | -237.2% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling