+2,147.4%
JCI vs COR
+17,545.2%
-15,397.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +3.8% | +2.8% | +1.1% | +3.3% |
| 30D | -5.7% | +4.5% | -10.2% | -6.6% |
| 3M | -1.4% | +22.7% | -24.1% | -5.6% |
| 6M | +4.1% | -9.7% | +13.9% | +5.5% |
| YTD | +21.7% | -1.4% | +23.2% | +20.9% |
| 1Y | +36.1% | +13.9% | +22.2% | +31.1% |
| 3Y | +154.4% | +94.0% | +60.5% | +117.4% |
| 5Y | +112.0% | +184.0% | -72.0% | +66.9% |
| 10Y | +322.2% | +406.8% | -84.5% | +190.2% |
| All | +2,147.4% | +17,545.2% | -15,397.9% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling