+2,318.7%
JCI vs EME
+53,473.8%
-51,155.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +3.2% | +8.4% | -5.2% | +0.6% |
| 30D | -8.6% | -11.5% | +2.9% | -4.9% |
| 3M | -7.7% | -20.6% | +12.9% | -0.7% |
| 6M | -2.6% | -28.5% | +25.9% | +7.8% |
| YTD | +17.4% | +8.0% | +9.4% | +13.7% |
| 1Y | +16.9% | +6.8% | +10.2% | +13.6% |
| 3Y | +186.7% | +213.9% | -27.2% | +94.5% |
| 5Y | +95.4% | +414.8% | -319.4% | +13.5% |
| 10Y | +292.7% | +916.9% | -624.2% | +82.8% |
| All | +2,318.7% | +53,473.8% | -51,155.1% | +540.1% |
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