+302.6%
JCI vs CP
+259.0%
+43.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +8.4% | +0.9% | +7.5% | +8.0% |
| 30D | -8.9% | +10.3% | -19.2% | -13.4% |
| 3M | -6.4% | +2.3% | -8.7% | -8.0% |
| 6M | +1.6% | +10.7% | -9.1% | -4.3% |
| YTD | +20.1% | +29.3% | -9.2% | +4.3% |
| 1Y | +17.2% | +31.5% | -14.2% | +0.9% |
| 3Y | +190.7% | +36.7% | +154.0% | +139.8% |
| 5Y | +99.9% | +26.8% | +73.1% | +68.6% |
| All | +302.6% | +259.0% | +43.6% | +104.5% |
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