+27.7%
JCI vs EOG
+45.9%
-18.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.2% | -1.0% | -6.8% |
| 7D | -10.7% | -8.6% | -2.1% | -11.7% |
| 30D | -10.4% | +2.8% | -13.2% | -9.9% |
| 3M | -8.3% | +3.2% | -11.4% | -7.6% |
| 6M | -2.1% | +5.3% | -7.5% | -1.0% |
| YTD | +18.4% | +44.5% | -26.1% | +20.2% |
| 1Y | +27.7% | +44.2% | -16.5% | +29.9% |
| All | +27.7% | +45.9% | -18.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling