+304.3%
JCI vs CSGP
+63.3%
+241.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.7% |
| 7D | -9.4% | +1.3% | -10.7% | -9.8% |
| 30D | -13.4% | +10.7% | -24.1% | -16.7% |
| 3M | -12.4% | +3.3% | -15.7% | -14.9% |
| 6M | -5.1% | -10.3% | +5.2% | -5.4% |
| YTD | +13.7% | -54.6% | +68.3% | +37.0% |
| 1Y | +11.4% | -54.6% | +66.1% | +34.0% |
| 3Y | +175.9% | -60.3% | +236.2% | +237.6% |
| 5Y | +98.4% | -63.3% | +161.7% | +142.6% |
| All | +304.3% | +63.3% | +241.0% | +272.9% |
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