+2,307.7%
JCI vs CRS
+10,171.0%
-7,863.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +3.8% | -0.2% | +4.1% | +3.9% |
| 30D | -5.7% | -16.6% | +11.0% | -0.9% |
| 3M | -1.4% | -3.5% | +2.1% | -0.9% |
| 6M | +4.1% | +15.4% | -11.3% | -0.8% |
| YTD | +21.7% | +51.2% | -29.5% | +7.1% |
| 1Y | +36.1% | +98.3% | -62.2% | +9.9% |
| 3Y | +154.4% | +651.5% | -497.1% | +36.7% |
| 5Y | +112.0% | +1,411.1% | -1,299.1% | -10.0% |
| 10Y | +322.2% | +1,424.3% | -1,102.1% | +56.4% |
| All | +2,307.7% | +10,171.0% | -7,863.3% | +288.5% |
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 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