+103.7%
JCI vs COR
+193.9%
-90.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.3% |
| 7D | -3.4% | +2.3% | -5.8% | -3.7% |
| 30D | -10.1% | +6.8% | -16.9% | -11.0% |
| 3M | -6.8% | +8.1% | -14.9% | -8.0% |
| 6M | +2.0% | +33.0% | -31.0% | -2.9% |
| YTD | +19.2% | +3.0% | +16.2% | +18.1% |
| 1Y | +16.7% | -3.4% | +20.2% | +17.3% |
| 3Y | +194.3% | +80.1% | +114.2% | +144.3% |
| All | +103.7% | +193.9% | -90.1% | +36.8% |
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