+2,307.7%
JCI vs COO
+5,988.7%
-3,681.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +3.8% | -2.2% | +6.1% | +4.0% |
| 30D | -5.7% | -7.0% | +1.3% | -5.2% |
| 3M | -1.4% | +12.2% | -13.6% | -2.4% |
| 6M | +4.1% | -15.1% | +19.2% | +5.3% |
| YTD | +21.7% | -15.1% | +36.8% | +23.1% |
| 1Y | +36.1% | +2.3% | +33.8% | +35.5% |
| 3Y | +154.4% | -23.7% | +178.1% | +157.8% |
| 5Y | +112.0% | -38.9% | +151.0% | +117.8% |
| 10Y | +322.2% | +49.9% | +272.3% | +310.2% |
| All | +2,307.7% | +5,988.7% | -3,681.0% | +2,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling