+166.6%
JCI vs COMP
-47.7%
+214.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -1.4% | +41.1% | -42.5% | -5.1% |
| 6M | +4.1% | +17.2% | -13.0% | +1.3% |
| YTD | +21.7% | +5.2% | +16.5% | +19.1% |
| 1Y | +36.1% | +18.9% | +17.2% | +31.0% |
| 3Y | +154.4% | +215.9% | -61.5% | +114.0% |
| 5Y | +112.0% | -31.2% | +143.2% | +84.0% |
| All | +166.6% | -47.7% | +214.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling