+162.1%
JCI vs EOSE
+44.0%
+118.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.2% |
| 7D | +0.4% | +14.0% | -13.6% | -0.4% |
| 30D | -7.7% | -5.9% | -1.8% | -7.6% |
| 3M | +2.8% | -34.3% | +37.0% | +4.4% |
| 6M | +7.2% | -37.8% | +45.0% | +8.2% |
| YTD | +20.0% | -65.2% | +85.1% | +23.1% |
| 1Y | +33.3% | -41.9% | +75.2% | +31.9% |
| All | +162.1% | +44.0% | +118.1% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling