+114.4%
JCI vs EOSE
-70.0%
+184.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 6M | +8.8% | -38.8% | +47.6% | +10.0% |
| YTD | +22.6% | -65.5% | +88.2% | +26.3% |
| 1Y | +36.2% | -45.3% | +81.5% | +35.4% |
| 3Y | +168.0% | +44.2% | +123.9% | +135.7% |
| All | +114.4% | -70.0% | +184.4% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling