+308.5%
JCI vs COR
+470.2%
-161.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.4% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | -6.9% | +7.6% | -14.6% | -9.0% |
| 3M | -6.3% | +5.0% | -11.3% | -7.9% |
| 6M | +2.6% | +35.3% | -32.7% | -6.9% |
| YTD | +21.8% | +4.2% | +17.6% | +18.4% |
| 1Y | +19.6% | -3.4% | +23.1% | +19.1% |
| 3Y | +194.9% | +81.1% | +113.8% | +132.6% |
| 5Y | +108.1% | +195.8% | -87.7% | +35.5% |
| All | +308.5% | +470.2% | -161.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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