+301.7%
JCI vs COO
+40.7%
+261.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.9% |
| 7D | -3.4% | +4.3% | -7.7% | -4.9% |
| 30D | -10.1% | +17.6% | -27.7% | -15.4% |
| 3M | -6.8% | -13.9% | +7.1% | -2.8% |
| 6M | +2.0% | +6.6% | -4.6% | -2.5% |
| YTD | +19.2% | -22.0% | +41.2% | +27.9% |
| 1Y | +16.7% | -8.8% | +25.5% | +17.7% |
| 3Y | +194.3% | -21.5% | +215.8% | +201.5% |
| 5Y | +103.0% | -41.0% | +144.1% | +130.1% |
| 10Y | +301.7% | +40.9% | +260.9% | +253.4% |
| All | +301.7% | +40.7% | +261.0% | +253.4% |
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