+2,250.8%
JCI vs COO
+5,462.0%
-3,211.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -5.9% | +4.5% | -10.4% | -6.2% |
| 30D | -10.4% | +16.9% | -27.3% | -11.5% |
| 3M | -6.1% | -16.7% | +10.6% | -5.0% |
| 6M | +1.7% | +5.9% | -4.2% | +0.9% |
| YTD | +18.9% | -22.4% | +41.3% | +20.7% |
| 1Y | +16.1% | -10.1% | +26.2% | +16.6% |
| 3Y | +187.8% | -22.8% | +210.6% | +190.9% |
| 5Y | +103.2% | -41.4% | +144.6% | +109.1% |
| 10Y | +288.2% | +41.3% | +247.0% | +278.4% |
| All | +2,250.8% | +5,462.0% | -3,211.1% | +1,984.7% |
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