+27.7%
JCI vs EOSE
-85.5%
+113.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.6% | -18.9% | -7.0% |
| 7D | -10.7% | +9.7% | -20.4% | -11.2% |
| 30D | -10.4% | -34.6% | +24.2% | -8.6% |
| 3M | -8.3% | -50.8% | +42.5% | -5.3% |
| 6M | -2.1% | -66.5% | +64.3% | +2.2% |
| YTD | +18.4% | -81.3% | +99.7% | +21.6% |
| 1Y | +27.7% | -84.8% | +112.5% | +32.7% |
| All | +27.7% | -85.5% | +113.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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