+339.7%
JCI vs CTVA
+208.7%
+131.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +0.7% | -4.5% | +5.2% | +2.4% |
| 30D | -4.4% | +11.3% | -15.8% | -8.3% |
| 3M | +1.7% | +12.3% | -10.6% | -3.7% |
| 6M | +8.8% | +7.2% | +1.6% | +4.8% |
| YTD | +22.6% | +26.0% | -3.4% | +10.7% |
| 1Y | +36.2% | +16.0% | +20.2% | +26.3% |
| 3Y | +168.0% | +73.9% | +94.1% | +107.1% |
| 5Y | +113.5% | +103.8% | +9.7% | +52.6% |
| All | +339.7% | +208.7% | +131.0% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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