+288.2%
JCI vs CSGP
+61.5%
+226.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.4% |
| 7D | -5.9% | -3.2% | -2.7% | -5.3% |
| 30D | -10.4% | +2.2% | -12.6% | -12.0% |
| 3M | -6.1% | -3.7% | -2.4% | -7.0% |
| 6M | +1.7% | -7.4% | +9.2% | +0.6% |
| YTD | +18.9% | -54.9% | +73.8% | +43.5% |
| 1Y | +16.1% | -54.9% | +71.0% | +39.8% |
| 3Y | +187.8% | -61.9% | +249.7% | +257.2% |
| 5Y | +103.2% | -63.1% | +166.3% | +148.0% |
| 10Y | +288.2% | +65.1% | +223.1% | +246.2% |
| All | +288.2% | +61.5% | +226.8% | +246.2% |
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