+2,066.4%
JCI vs COR
+19,042.4%
-16,975.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -2.8% |
| 7D | +3.2% | +7.6% | -4.5% | +1.7% |
| 30D | -8.6% | +6.8% | -15.4% | -9.9% |
| 3M | -7.7% | +16.0% | -23.8% | -10.6% |
| 6M | -2.6% | +41.0% | -43.6% | -9.5% |
| YTD | +17.4% | +6.9% | +10.4% | +14.5% |
| 1Y | +16.9% | -1.0% | +17.9% | +15.8% |
| 3Y | +186.7% | +84.6% | +102.1% | +147.5% |
| 5Y | +95.4% | +203.3% | -107.9% | +51.6% |
| 10Y | +292.7% | +509.1% | -216.4% | +161.4% |
| All | +2,066.4% | +19,042.4% | -16,975.9% | +754.6% |
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