+293.5%
JCI vs ECL
+197.5%
+96.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.1% |
| 7D | +3.2% | +2.9% | +0.3% | +1.6% |
| 30D | -8.6% | +7.5% | -16.1% | -12.4% |
| 3M | -7.7% | +12.2% | -20.0% | -13.8% |
| 6M | -2.6% | +24.6% | -27.1% | -14.6% |
| YTD | +17.4% | +18.8% | -1.4% | +5.4% |
| 1Y | +16.9% | +19.3% | -2.4% | +4.5% |
| 3Y | +186.7% | +78.2% | +108.5% | +101.0% |
| 5Y | +95.4% | +38.8% | +56.6% | +55.3% |
| All | +293.5% | +197.5% | +96.0% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling