+340.5%
JCI vs EOG
+121.1%
+219.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | -4.4% | +2.9% | -7.4% | -5.1% |
| 3M | +1.7% | +8.7% | -7.1% | -0.7% |
| 6M | +8.8% | +12.9% | -4.1% | +4.9% |
| YTD | +22.6% | +43.8% | -21.2% | +11.4% |
| 1Y | +36.2% | +27.1% | +9.1% | +27.1% |
| 3Y | +168.0% | +25.9% | +142.1% | +147.9% |
| 5Y | +113.5% | +177.9% | -64.5% | +58.0% |
| All | +340.5% | +121.1% | +219.4% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling