+167.8%
JCI vs CPB
-40.5%
+208.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.2% |
| 7D | +5.1% | -8.2% | +13.3% | +4.3% |
| 30D | -3.8% | -5.6% | +1.8% | -4.3% |
| 3M | +1.9% | +3.0% | -1.1% | +2.2% |
| 6M | +11.2% | -12.7% | +23.9% | +10.8% |
| YTD | +22.9% | -18.0% | +40.9% | +22.2% |
| 1Y | +37.4% | -31.7% | +69.1% | +35.4% |
| 3Y | +167.8% | -41.0% | +208.8% | +160.6% |
| All | +167.8% | -40.5% | +208.3% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CPB 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling