+995.9%
JCI vs COPX
+179.8%
+816.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | -7.7% | 0.0% | -7.7% | -8.0% |
| 3M | +2.8% | +14.8% | -12.0% | -2.7% |
| 6M | +7.2% | +7.0% | +0.2% | +3.0% |
| YTD | +20.0% | +23.8% | -3.9% | +8.4% |
| 1Y | +33.3% | +75.7% | -42.4% | +6.0% |
| 3Y | +161.3% | +156.4% | +4.9% | +76.7% |
| 5Y | +108.8% | +167.6% | -58.8% | +35.4% |
| 10Y | +334.6% | +569.1% | -234.6% | +91.3% |
| All | +995.9% | +179.8% | +816.2% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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