+36.2%
JCI vs EOSE
-42.0%
+78.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.7% | +1.8% | -1.1% | +0.6% |
| 30D | -4.4% | -6.8% | +2.4% | -4.3% |
| 3M | +1.7% | -36.3% | +38.0% | +3.3% |
| 6M | +8.8% | -38.8% | +47.6% | +9.5% |
| YTD | +22.6% | -65.5% | +88.2% | +23.8% |
| 1Y | +36.2% | -45.3% | +81.5% | +35.9% |
| All | +36.2% | -42.0% | +78.2% | +35.9% |
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