+110.3%
JCI vs COR
+180.2%
-69.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.1% | -3.9% | +7.9% | +4.7% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | -1.6% | +15.9% | -17.5% | -4.2% |
| 6M | +9.5% | -10.3% | +19.8% | +11.7% |
| YTD | +21.7% | -3.7% | +25.4% | +21.9% |
| 1Y | +37.1% | +9.1% | +28.1% | +33.4% |
| 3Y | +165.2% | +86.6% | +78.6% | +112.9% |
| 5Y | +110.3% | +180.9% | -70.6% | +40.2% |
| All | +110.3% | +180.2% | -69.9% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling