+2,221.0%
JCI vs CRS
+6,203.6%
-3,982.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 1Y | +16.9% | -10.0% | +26.9% | +17.8% |
| 3Y | +186.7% | +332.3% | -145.6% | +78.8% |
| 5Y | +95.4% | +801.9% | -706.5% | -4.7% |
| 10Y | +292.7% | +820.9% | -528.2% | +67.5% |
| All | +2,221.0% | +6,203.6% | -3,982.6% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling