+2,307.7%
JCI vs CP
+7,669.4%
-5,361.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | -2.7% | +6.5% | +4.9% |
| 30D | -5.7% | +0.2% | -5.8% | -5.8% |
| 3M | -1.4% | +2.6% | -4.0% | -2.7% |
| 6M | +4.1% | +6.0% | -1.8% | +1.4% |
| YTD | +21.7% | +24.9% | -3.2% | +11.3% |
| 1Y | +36.1% | +20.1% | +16.0% | +26.0% |
| 3Y | +154.4% | +16.4% | +138.0% | +135.8% |
| 5Y | +112.0% | +31.7% | +80.3% | +86.1% |
| 10Y | +322.2% | +223.9% | +98.4% | +162.9% |
| All | +2,307.7% | +7,669.4% | -5,361.7% | +411.9% |
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