+267.1%
JCI vs EOSE
-58.6%
+325.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | +4.1% | +15.0% | -10.9% | +3.3% |
| 30D | -3.8% | +2.5% | -6.3% | -4.2% |
| 3M | -1.6% | -33.7% | +32.1% | -0.2% |
| 6M | +9.5% | -32.7% | +42.3% | +10.1% |
| YTD | +21.7% | -63.8% | +85.5% | +24.7% |
| 1Y | +37.1% | -40.5% | +77.7% | +36.0% |
| 3Y | +165.2% | +50.4% | +114.8% | +136.6% |
| 5Y | +110.3% | -68.6% | +178.9% | +79.4% |
| All | +267.1% | -58.6% | +325.7% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling