-2.6%
JCI vs EOG
+19.7%
-22.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.1% |
| 7D | +3.2% | +7.6% | -4.4% | +3.9% |
| 30D | -8.6% | +3.4% | -12.0% | -8.3% |
| 3M | -7.7% | +12.7% | -20.5% | -6.0% |
| 6M | -2.6% | +19.0% | -21.6% | +1.4% |
| All | -2.6% | +19.7% | -22.3% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling