+114.4%
JCI vs CRS
+1,363.4%
-1,249.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.5% |
| 7D | +0.7% | -6.8% | +7.5% | +2.6% |
| 30D | -4.4% | -16.1% | +11.7% | +0.2% |
| 3M | +1.7% | -21.2% | +22.8% | +8.1% |
| 6M | +8.8% | +8.7% | +0.1% | +5.4% |
| YTD | +22.6% | +41.0% | -18.3% | +10.3% |
| 1Y | +36.2% | +82.7% | -46.5% | +13.1% |
| 3Y | +168.0% | +604.8% | -436.8% | +49.4% |
| All | +114.4% | +1,363.4% | -1,249.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling