+2,307.7%
JCI vs EOG
+7,415.7%
-5,107.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.5% |
| 30D | -5.7% | +8.2% | -13.8% | -7.3% |
| 3M | -1.4% | +3.8% | -5.2% | -2.6% |
| 6M | +4.1% | +15.3% | -11.2% | +0.1% |
| YTD | +21.7% | +41.7% | -20.0% | +11.9% |
| 1Y | +36.1% | +23.6% | +12.6% | +28.5% |
| 3Y | +154.4% | +23.3% | +131.2% | +138.1% |
| 5Y | +112.0% | +170.4% | -58.4% | +63.0% |
| 10Y | +322.2% | +125.5% | +196.7% | +209.8% |
| All | +2,307.7% | +7,415.7% | -5,107.9% | +803.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling