+2,257.0%
JCI vs ECL
+14,336.9%
-12,079.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -10.1% | +8.8% | -19.0% | -13.8% |
| 3M | -6.8% | +7.8% | -14.6% | -10.3% |
| 6M | +2.0% | +21.3% | -19.3% | -7.4% |
| YTD | +19.2% | +17.8% | +1.4% | +9.5% |
| 1Y | +16.7% | +21.1% | -4.3% | +5.8% |
| 3Y | +194.3% | +80.1% | +114.2% | +120.1% |
| 5Y | +103.0% | +40.5% | +62.6% | +67.5% |
| 10Y | +301.7% | +197.7% | +104.0% | +134.5% |
| All | +2,257.0% | +14,336.9% | -12,079.9% | +332.6% |
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