+115.0%
JCI vs CPB
-38.5%
+153.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | +5.1% | -8.2% | +13.3% | +4.9% |
| 30D | -3.8% | -5.6% | +1.8% | -4.0% |
| 3M | +1.9% | +3.0% | -1.1% | +1.8% |
| 6M | +11.2% | -12.7% | +23.9% | +11.5% |
| YTD | +22.9% | -18.0% | +40.9% | +23.4% |
| 1Y | +37.4% | -31.7% | +69.1% | +38.5% |
| 3Y | +167.8% | -41.0% | +208.8% | +168.3% |
| 5Y | +115.0% | -38.4% | +153.4% | +112.6% |
| All | +115.0% | -38.5% | +153.6% | +112.6% |
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 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