+27.7%
JCI vs CRH
-13.9%
+41.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -11.9% | -7.3% |
| 7D | -10.7% | +14.2% | -24.9% | -13.4% |
| 30D | -10.4% | +19.5% | -29.9% | -14.1% |
| 3M | -8.3% | +0.4% | -8.6% | -8.0% |
| 6M | -2.1% | -10.1% | +8.0% | +1.2% |
| YTD | +18.4% | -19.9% | +38.3% | +23.3% |
| 1Y | +27.7% | -14.8% | +42.5% | +32.7% |
| All | +27.7% | -13.9% | +41.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling