+2,250.8%
JCI vs CPB
+355.6%
+1,895.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -5.9% | +2.9% | -8.7% | -6.6% |
| 30D | -10.4% | +17.6% | -28.0% | -13.9% |
| 3M | -6.1% | +2.0% | -8.1% | -7.3% |
| 6M | +1.7% | +11.6% | -9.9% | -2.3% |
| YTD | +18.9% | -13.8% | +32.6% | +20.6% |
| 1Y | +16.1% | -21.6% | +37.7% | +20.3% |
| 3Y | +187.8% | -35.8% | +223.6% | +206.3% |
| 5Y | +103.2% | -33.3% | +136.5% | +111.0% |
| 10Y | +288.2% | -39.4% | +327.6% | +296.8% |
| All | +2,250.8% | +355.6% | +1,895.3% | +1,220.3% |
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