+16.9%
JCI vs EFX
-7.6%
+24.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.2% |
| 7D | +3.2% | -0.8% | +4.0% | +3.1% |
| 30D | -8.6% | +25.1% | -33.7% | -6.2% |
| 3M | -7.7% | +1.7% | -9.4% | -6.8% |
| 6M | -2.6% | +18.4% | -20.9% | -1.3% |
| YTD | +17.4% | -12.5% | +29.9% | +21.9% |
| 1Y | +16.9% | -8.1% | +25.0% | +19.9% |
| All | +16.9% | -7.6% | +24.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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