+2,325.5%
JCI vs CRH
+6,046.1%
-3,720.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.7% | -6.1% | +6.8% | +2.3% |
| 30D | -4.4% | -9.3% | +4.8% | -2.2% |
| 3M | +1.7% | -15.2% | +16.9% | +5.5% |
| 6M | +8.8% | -14.2% | +23.0% | +12.5% |
| YTD | +22.6% | -28.3% | +50.9% | +32.2% |
| 1Y | +36.2% | -21.8% | +58.0% | +43.5% |
| 3Y | +168.0% | +71.6% | +96.4% | +132.5% |
| 5Y | +113.5% | +96.6% | +16.8% | +78.3% |
| 10Y | +344.3% | +253.8% | +90.5% | +223.0% |
| All | +2,325.5% | +6,046.1% | -3,720.6% | +1,283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling