+115.0%
JCI vs EIX
+28.1%
+86.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.2% |
| 7D | +5.1% | +0.9% | +4.2% | +4.8% |
| 30D | -3.8% | -13.5% | +9.7% | -1.4% |
| 3M | +1.9% | -15.3% | +17.1% | +4.6% |
| 6M | +11.2% | -15.3% | +26.5% | +14.0% |
| YTD | +22.9% | +2.7% | +20.2% | +18.1% |
| 1Y | +37.4% | +17.4% | +19.9% | +25.9% |
| 3Y | +167.8% | -1.3% | +169.2% | +151.6% |
| 5Y | +115.0% | +27.2% | +87.8% | +77.9% |
| All | +115.0% | +28.1% | +86.9% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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