+2,307.7%
JCI vs EAT
+11,644.8%
-9,337.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.7% | +1.9% | -7.5% | -6.3% |
| 3M | -1.4% | +68.7% | -70.1% | -11.7% |
| 6M | +4.1% | +66.9% | -62.8% | -7.2% |
| YTD | +21.7% | +60.4% | -38.7% | +8.9% |
| 1Y | +36.1% | +44.0% | -7.9% | +23.5% |
| 3Y | +154.4% | +604.7% | -450.3% | +61.4% |
| 5Y | +112.0% | +347.0% | -235.0% | +41.8% |
| 10Y | +322.2% | +390.8% | -68.5% | +140.0% |
| All | +2,307.7% | +11,644.8% | -9,337.0% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling