+2,408.7%
JCI vs EME
+61,154.1%
-58,745.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +4.1% | +2.7% | +1.3% | +3.2% |
| 30D | -3.8% | -6.8% | +3.0% | -1.7% |
| 3M | -1.6% | -8.8% | +7.2% | +0.6% |
| 6M | +9.5% | +5.0% | +4.5% | +7.2% |
| YTD | +21.7% | +23.5% | -1.8% | +12.9% |
| 1Y | +37.1% | +21.3% | +15.8% | +26.7% |
| 3Y | +165.2% | +241.1% | -75.9% | +74.8% |
| 5Y | +110.3% | +549.2% | -438.9% | +13.6% |
| 10Y | +341.0% | +1,306.4% | -965.4% | +86.6% |
| All | +2,408.7% | +61,154.1% | -58,745.3% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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