+293.5%
JCI vs CSGP
+65.8%
+227.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.1% | -2.9% |
| 7D | +3.2% | +1.3% | +1.8% | +2.9% |
| 30D | -8.6% | +2.8% | -11.4% | -10.3% |
| 3M | -7.7% | -6.3% | -1.4% | -7.8% |
| 6M | -2.6% | -3.2% | +0.6% | -4.8% |
| YTD | +17.4% | -54.0% | +71.3% | +41.1% |
| 1Y | +16.9% | -54.8% | +71.7% | +41.1% |
| 3Y | +186.7% | -60.6% | +247.3% | +252.6% |
| 5Y | +95.4% | -62.6% | +158.0% | +138.0% |
| All | +293.5% | +65.8% | +227.7% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling