+197.6%
JCI vs EL
+3.5%
+194.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | -6.9% | +12.3% | -19.2% | -8.3% |
| 3M | -6.3% | +28.4% | -34.7% | -9.5% |
| 6M | +2.6% | +36.7% | -34.2% | -2.2% |
| YTD | +21.8% | +8.4% | +13.4% | +18.9% |
| 1Y | +19.6% | +25.4% | -5.8% | +13.7% |
| All | +197.6% | +3.5% | +194.1% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling