+115.0%
JCI vs EAT
+326.5%
-211.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.3% | +1.6% |
| 7D | +5.1% | -4.9% | +10.0% | +6.1% |
| 30D | -3.8% | -1.2% | -2.6% | -3.9% |
| 3M | +1.9% | +52.2% | -50.4% | -6.9% |
| 6M | +11.2% | +65.0% | -53.8% | -0.8% |
| YTD | +22.9% | +55.0% | -32.1% | +10.6% |
| 1Y | +37.4% | +42.1% | -4.7% | +25.3% |
| 3Y | +167.8% | +614.7% | -446.9% | +58.7% |
| 5Y | +115.0% | +322.7% | -207.7% | +34.8% |
| All | +115.0% | +326.5% | -211.4% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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