+27.7%
JCI vs ECL
+23.8%
+3.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.6% | -6.9% |
| 7D | -10.7% | +7.7% | -18.4% | -12.3% |
| 30D | -10.4% | +13.7% | -24.1% | -13.4% |
| 3M | -8.3% | +11.6% | -19.8% | -10.9% |
| 6M | -2.1% | +23.9% | -26.0% | -9.1% |
| YTD | +18.4% | +21.0% | -2.6% | +16.3% |
| 1Y | +27.7% | +23.1% | +4.5% | +25.1% |
| All | +27.7% | +23.8% | +3.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling