+103.0%
JCI vs CPB
-31.8%
+134.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.7% |
| 7D | -3.4% | +3.3% | -6.7% | -3.1% |
| 30D | -10.1% | +19.0% | -29.1% | -9.1% |
| 3M | -6.8% | +0.4% | -7.2% | -6.1% |
| 6M | +2.0% | +13.0% | -11.0% | +2.8% |
| YTD | +19.2% | -12.7% | +31.9% | +20.6% |
| 1Y | +16.7% | -20.9% | +37.6% | +18.3% |
| 3Y | +194.3% | -35.4% | +229.7% | +195.8% |
| 5Y | +103.0% | -32.3% | +135.3% | +96.0% |
| All | +103.0% | -31.8% | +134.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling