+95.0%
JCI vs CRS
+800.5%
-705.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | +3.2% | +4.8% | -1.6% | +1.8% |
| 30D | -8.6% | -23.2% | +14.6% | -2.3% |
| 3M | -7.7% | -45.5% | +37.8% | +8.4% |
| 6M | -2.6% | -33.1% | +30.5% | +7.6% |
| YTD | +17.4% | -7.2% | +24.6% | +17.7% |
| 1Y | +16.9% | -10.0% | +26.9% | +18.1% |
| 3Y | +186.7% | +332.3% | -145.6% | +81.4% |
| All | +95.0% | +800.5% | -705.5% | -0.9% |
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