+341.0%
JCI vs COO
+36.7%
+304.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | +1.2% |
| 7D | +4.1% | -9.0% | +13.0% | +7.5% |
| 30D | -3.8% | -16.8% | +13.0% | +2.5% |
| 3M | -1.6% | -7.5% | +5.8% | +0.5% |
| 6M | +9.5% | -16.3% | +25.8% | +15.8% |
| YTD | +21.7% | -22.5% | +44.3% | +32.3% |
| 1Y | +37.1% | -7.0% | +44.1% | +38.0% |
| 3Y | +165.2% | -27.5% | +192.6% | +183.4% |
| 5Y | +110.3% | -43.3% | +153.6% | +144.5% |
| 10Y | +341.0% | +37.6% | +303.4% | +292.6% |
| All | +341.0% | +36.7% | +304.3% | +292.6% |
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