+341.0%
JCI vs COR
+399.7%
-58.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.1% | -3.9% | +7.9% | +5.2% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | -1.6% | +15.9% | -17.5% | -6.0% |
| 6M | +9.5% | -10.3% | +19.8% | +12.0% |
| YTD | +21.7% | -3.7% | +25.4% | +21.4% |
| 1Y | +37.1% | +9.1% | +28.1% | +31.3% |
| 3Y | +165.2% | +86.6% | +78.6% | +109.1% |
| 5Y | +110.3% | +180.9% | -70.6% | +42.8% |
| 10Y | +341.0% | +407.4% | -66.4% | +157.5% |
| All | +341.0% | +399.7% | -58.7% | +157.5% |
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