+116.9%
JCI vs ECL
+31.2%
+85.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | -2.6% | +6.4% | +5.2% |
| 30D | -5.7% | -2.2% | -3.5% | -4.7% |
| 3M | -1.4% | +10.1% | -11.5% | -6.6% |
| 6M | +4.1% | -5.7% | +9.9% | +6.7% |
| YTD | +21.7% | +7.0% | +14.8% | +16.7% |
| 1Y | +36.1% | +2.7% | +33.5% | +32.8% |
| 3Y | +154.4% | +57.7% | +96.7% | +95.8% |
| All | +116.9% | +31.2% | +85.6% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling