+2,149.4%
JCI vs CP
+7,734.8%
-5,585.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | -9.4% | +2.8% | -12.2% | -10.5% |
| 30D | -13.4% | +10.2% | -23.6% | -16.8% |
| 3M | -12.4% | +2.4% | -14.7% | -13.6% |
| 6M | -5.1% | +7.7% | -12.8% | -8.5% |
| YTD | +13.7% | +26.0% | -12.3% | +3.2% |
| 1Y | +11.4% | +34.6% | -23.2% | -1.5% |
| 3Y | +175.9% | +26.7% | +149.2% | +146.8% |
| 5Y | +98.4% | +24.9% | +73.5% | +77.1% |
| 10Y | +311.2% | +258.6% | +52.6% | +146.4% |
| All | +2,149.4% | +7,734.8% | -5,585.4% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling