+302.6%
JCI vs COO
+40.1%
+262.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +8.4% | -2.1% | +10.5% | +9.2% |
| 30D | -8.9% | +13.9% | -22.8% | -13.3% |
| 3M | -6.4% | -18.9% | +12.5% | -0.3% |
| 6M | +1.6% | +3.7% | -2.1% | -1.9% |
| YTD | +20.1% | -24.1% | +44.2% | +30.1% |
| 1Y | +17.2% | -14.2% | +31.4% | +20.8% |
| 3Y | +190.7% | -24.5% | +215.2% | +202.0% |
| 5Y | +99.9% | -40.4% | +140.3% | +125.3% |
| All | +302.6% | +40.1% | +262.6% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling