+341.0%
JCI vs CP
+224.3%
+116.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +4.1% | +0.6% | +3.5% | +3.8% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | -1.6% | +0.1% | -1.7% | -2.1% |
| 6M | +9.5% | +7.8% | +1.7% | +4.7% |
| YTD | +21.7% | +22.9% | -1.1% | +8.9% |
| 1Y | +37.1% | +21.3% | +15.8% | +23.0% |
| 3Y | +165.2% | +20.4% | +144.8% | +134.1% |
| 5Y | +110.3% | +34.9% | +75.4% | +72.3% |
| 10Y | +341.0% | +233.3% | +107.7% | +127.3% |
| All | +341.0% | +224.3% | +116.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling