+165.2%
JCI vs CPB
-41.6%
+206.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.6% |
| 7D | +3.8% | -8.6% | +12.4% | +3.0% |
| 30D | -5.7% | -7.2% | +1.6% | -6.3% |
| 3M | -1.4% | +0.9% | -2.3% | -1.3% |
| 6M | +4.1% | -11.8% | +15.9% | +3.8% |
| YTD | +21.7% | -19.4% | +41.2% | +20.8% |
| 1Y | +36.1% | -30.4% | +66.5% | +34.2% |
| All | +165.2% | -41.6% | +206.8% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling