+16.1%
JCI vs CSGP
-55.1%
+71.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | -0.9% |
| 7D | -5.9% | -3.2% | -2.7% | -6.5% |
| 30D | -10.4% | +2.2% | -12.6% | -9.3% |
| 3M | -6.1% | -3.7% | -2.4% | -5.8% |
| 6M | +1.7% | -7.4% | +9.2% | +2.7% |
| YTD | +18.9% | -54.9% | +73.8% | +14.4% |
| 1Y | +16.1% | -54.9% | +71.0% | +11.6% |
| All | +16.1% | -55.1% | +71.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling