+2,257.0%
JCI vs COO
+5,493.5%
-3,236.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.6% |
| 7D | -3.4% | +4.3% | -7.7% | -3.8% |
| 30D | -10.1% | +17.6% | -27.7% | -11.3% |
| 3M | -6.8% | -13.9% | +7.1% | -5.9% |
| 6M | +2.0% | +6.6% | -4.6% | +1.1% |
| YTD | +19.2% | -22.0% | +41.2% | +21.0% |
| 1Y | +16.7% | -8.8% | +25.5% | +17.0% |
| 3Y | +194.3% | -21.5% | +215.8% | +197.1% |
| 5Y | +103.0% | -41.0% | +144.1% | +108.8% |
| 10Y | +301.7% | +40.9% | +260.9% | +291.5% |
| All | +2,257.0% | +5,493.5% | -3,236.5% | +1,989.3% |
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