+95.0%
JCI vs EOG
+112.7%
-17.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +3.2% | +7.6% | -4.4% | +1.9% |
| 30D | -8.6% | +3.4% | -12.0% | -9.2% |
| 3M | -7.7% | +12.7% | -20.5% | -9.9% |
| 6M | -2.6% | +19.0% | -21.6% | -6.2% |
| YTD | +17.4% | +55.6% | -38.2% | +6.1% |
| 1Y | +16.9% | +49.5% | -32.6% | +6.5% |
| 3Y | +186.7% | +43.2% | +143.6% | +161.3% |
| All | +95.0% | +112.7% | -17.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling