+2,250.8%
JCI vs ECL
+14,303.5%
-12,052.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -5.9% | +0.4% | -6.3% | -6.1% |
| 30D | -10.4% | +8.6% | -19.0% | -13.9% |
| 3M | -6.1% | +7.9% | -14.0% | -9.6% |
| 6M | +1.7% | +21.0% | -19.3% | -7.5% |
| YTD | +18.9% | +17.5% | +1.4% | +9.3% |
| 1Y | +16.1% | +19.7% | -3.5% | +5.8% |
| 3Y | +187.8% | +77.4% | +110.4% | +116.7% |
| 5Y | +103.2% | +38.7% | +64.5% | +68.7% |
| 10Y | +288.2% | +193.5% | +94.7% | +128.0% |
| All | +2,250.8% | +14,303.5% | -12,052.7% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling