+1,663.9%
JCI vs EL
+1,685.7%
-21.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.0% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | -5.7% | +19.8% | -25.5% | -11.2% |
| 3M | -1.4% | +25.7% | -27.1% | -8.7% |
| 6M | +4.1% | +5.4% | -1.3% | +0.4% |
| YTD | +21.7% | +0.2% | +21.5% | +17.6% |
| 1Y | +36.1% | +20.4% | +15.7% | +23.2% |
| 3Y | +154.4% | -32.1% | +186.6% | +157.9% |
| 5Y | +112.0% | -67.2% | +179.2% | +167.5% |
| 10Y | +322.2% | +31.7% | +290.5% | +232.7% |
| All | +1,663.9% | +1,685.7% | -21.9% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling