+2,309.0%
JCI vs EAT
+10,140.3%
-7,831.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.9% |
| 7D | +2.9% | -8.9% | +11.8% | +4.8% |
| 30D | -6.9% | +3.4% | -10.4% | -7.9% |
| 3M | -6.3% | -9.3% | +3.0% | -5.2% |
| 6M | +2.6% | +43.8% | -41.2% | -5.9% |
| YTD | +21.8% | +39.9% | -18.1% | +11.3% |
| 1Y | +19.6% | +89.7% | -70.1% | +2.5% |
| 3Y | +194.9% | +491.3% | -296.3% | +93.3% |
| 5Y | +108.1% | +365.4% | -257.3% | +37.8% |
| 10Y | +307.6% | +325.9% | -18.3% | +137.3% |
| All | +2,309.0% | +10,140.3% | -7,831.3% | +494.5% |
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