+312.2%
JCI vs CSGP
+45.2%
+267.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +3.8% | -4.1% | +7.9% | +4.9% |
| 30D | -5.7% | +2.3% | -8.0% | -6.7% |
| 3M | -1.4% | -8.2% | +6.8% | -0.5% |
| 6M | +4.1% | -35.1% | +39.2% | +15.6% |
| YTD | +21.7% | -54.0% | +75.8% | +48.5% |
| 1Y | +36.1% | -65.3% | +101.4% | +81.4% |
| 3Y | +154.4% | -62.6% | +217.0% | +222.4% |
| 5Y | +112.0% | -64.8% | +176.8% | +166.5% |
| All | +312.2% | +45.2% | +267.0% | +275.1% |
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