+301.7%
JCI vs CP
+261.0%
+40.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.8% |
| 7D | -3.4% | +2.8% | -6.2% | -4.8% |
| 30D | -10.1% | +11.3% | -21.5% | -15.0% |
| 3M | -6.8% | +2.9% | -9.6% | -8.6% |
| 6M | +2.0% | +9.8% | -7.8% | -3.6% |
| YTD | +19.2% | +28.5% | -9.4% | +3.8% |
| 1Y | +16.7% | +33.5% | -16.8% | -0.4% |
| 3Y | +194.3% | +31.9% | +162.4% | +147.0% |
| 5Y | +103.0% | +25.5% | +77.5% | +72.1% |
| 10Y | +301.7% | +257.6% | +44.2% | +99.5% |
| All | +301.7% | +261.0% | +40.8% | +99.5% |
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