+116.9%
JCI vs COMP
-31.2%
+148.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +3.8% | +1.4% | +2.5% | +3.7% |
| 30D | -5.7% | -13.3% | +7.7% | -4.4% |
| 3M | -1.4% | +41.1% | -42.5% | -5.2% |
| 6M | +4.1% | +17.2% | -13.0% | +1.2% |
| YTD | +21.7% | +5.2% | +16.5% | +19.0% |
| 1Y | +36.1% | +18.9% | +17.2% | +30.9% |
| 3Y | +154.4% | +215.9% | -61.5% | +112.7% |
| All | +116.9% | -31.2% | +148.0% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling