+307.9%
JCI vs CSGP
+3,461.1%
-3,153.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.8% | -6.1% |
| 7D | -16.9% | +13.9% | -30.8% | -19.2% |
| 30D | -17.2% | +16.0% | -33.2% | -20.3% |
| 3M | -14.2% | +6.1% | -20.3% | -16.4% |
| 6M | -8.7% | -8.2% | -0.6% | -9.4% |
| YTD | +10.7% | -52.3% | +63.1% | +24.1% |
| 1Y | +9.7% | -54.5% | +64.2% | +23.9% |
| 3Y | +166.9% | -58.6% | +225.5% | +203.6% |
| 5Y | +93.1% | -61.5% | +154.7% | +119.9% |
| 10Y | +300.3% | +74.7% | +225.6% | +237.8% |
| All | +307.9% | +3,461.1% | -3,153.2% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling