+108.8%
JCI vs CTVA
+102.0%
+6.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -4.7% | +5.1% | +1.9% |
| 30D | -7.7% | +11.1% | -18.8% | -11.0% |
| 3M | +2.8% | +13.7% | -11.0% | -2.7% |
| 6M | +7.2% | +11.2% | -4.0% | +2.2% |
| YTD | +20.0% | +26.9% | -6.9% | +8.8% |
| 1Y | +33.3% | +18.8% | +14.4% | +23.3% |
| 3Y | +161.3% | +75.9% | +85.4% | +104.6% |
| 5Y | +108.8% | +105.2% | +3.6% | +52.6% |
| All | +108.8% | +102.0% | +6.8% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling