+142.5%
JCI vs COMP
-56.6%
+199.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.2% | +1.7% | -5.7% |
| 7D | -16.9% | -1.8% | -15.1% | -16.8% |
| 30D | -17.2% | -0.8% | -16.4% | -17.3% |
| 3M | -14.2% | -28.1% | +13.9% | -11.8% |
| 6M | -8.7% | +27.0% | -35.7% | -12.0% |
| YTD | +10.7% | -12.8% | +23.5% | +10.0% |
| 1Y | +9.7% | +4.9% | +4.8% | +6.8% |
| 3Y | +166.9% | +321.0% | -154.1% | +118.6% |
| 5Y | +93.1% | -25.6% | +118.7% | +69.0% |
| All | +142.5% | -56.6% | +199.1% | +116.1% |
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