+941.2%
JCI vs CPAY
+1,524.4%
-583.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +4.1% | -2.5% | +6.5% | +5.0% |
| 30D | -3.8% | +1.3% | -5.1% | -4.4% |
| 3M | -1.6% | +13.5% | -15.1% | -6.4% |
| 6M | +9.5% | +24.7% | -15.2% | -0.2% |
| YTD | +21.7% | +34.9% | -13.2% | +6.6% |
| 1Y | +37.1% | +29.7% | +7.5% | +21.1% |
| 3Y | +165.2% | +49.4% | +115.8% | +119.4% |
| 5Y | +110.3% | +53.5% | +56.8% | +68.8% |
| 10Y | +341.0% | +152.5% | +188.5% | +191.1% |
| All | +941.2% | +1,524.4% | -583.2% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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