+188.6%
JCI vs COR
+80.6%
+107.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.7% |
| 7D | -3.4% | +2.3% | -5.8% | -3.4% |
| 30D | -10.1% | +6.8% | -16.9% | -10.2% |
| 3M | -6.8% | +8.1% | -14.9% | -6.9% |
| 6M | +2.0% | +33.0% | -31.0% | +1.0% |
| YTD | +19.2% | +3.0% | +16.2% | +19.4% |
| 1Y | +16.7% | -3.4% | +20.2% | +17.2% |
| All | +188.6% | +80.6% | +107.9% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling