+2,309.0%
JCI vs CPB
+349.9%
+1,959.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +2.9% | -4.1% | +7.0% | +3.8% |
| 30D | -6.9% | +16.9% | -23.9% | -10.5% |
| 3M | -6.3% | -0.6% | -5.7% | -7.0% |
| 6M | +2.6% | +11.4% | -8.8% | -1.4% |
| YTD | +21.8% | -14.8% | +36.6% | +23.9% |
| 1Y | +19.6% | -24.8% | +44.4% | +25.2% |
| 3Y | +194.9% | -36.6% | +231.6% | +214.7% |
| 5Y | +108.1% | -33.3% | +141.5% | +116.1% |
| 10Y | +307.6% | -40.4% | +348.0% | +318.1% |
| All | +2,309.0% | +349.9% | +1,959.1% | +1,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling