+2,307.7%
JCI vs CPB
+325.7%
+1,982.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.7% |
| 7D | +3.8% | -8.6% | +12.4% | +5.8% |
| 30D | -5.7% | -7.2% | +1.6% | -4.3% |
| 3M | -1.4% | +0.9% | -2.3% | -2.4% |
| 6M | +4.1% | -11.8% | +15.9% | +6.0% |
| YTD | +21.7% | -19.4% | +41.2% | +26.2% |
| 1Y | +36.1% | -30.4% | +66.5% | +45.6% |
| 3Y | +154.4% | -40.2% | +194.6% | +176.3% |
| 5Y | +112.0% | -39.5% | +151.5% | +126.6% |
| 10Y | +322.2% | -47.4% | +369.6% | +349.8% |
| All | +2,307.7% | +325.7% | +1,982.0% | +1,281.3% |
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