+108.1%
JCI vs EAT
+362.5%
-254.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.9% |
| 7D | +2.9% | -8.9% | +11.8% | +4.7% |
| 30D | -6.9% | +3.4% | -10.4% | -7.9% |
| 3M | -6.3% | -9.3% | +3.0% | -5.3% |
| 6M | +2.6% | +43.8% | -41.2% | -6.0% |
| YTD | +21.8% | +39.9% | -18.1% | +11.2% |
| 1Y | +19.6% | +89.7% | -70.1% | +1.9% |
| 3Y | +194.9% | +491.3% | -296.3% | +80.9% |
| 5Y | +108.1% | +365.4% | -257.3% | +26.9% |
| All | +108.1% | +362.5% | -254.4% | +26.9% |
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