+293.5%
JCI vs ES
+98.2%
+195.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +3.2% | +2.7% | +0.5% | +2.4% |
| 30D | -8.6% | +7.6% | -16.2% | -10.8% |
| 3M | -7.7% | +0.5% | -8.2% | -8.2% |
| 6M | -2.6% | +7.6% | -10.2% | -5.4% |
| YTD | +17.4% | +10.2% | +7.1% | +12.8% |
| 1Y | +16.9% | +1.8% | +15.1% | +14.8% |
| 3Y | +186.7% | +55.4% | +131.4% | +137.2% |
| 5Y | +95.4% | +7.3% | +88.0% | +83.9% |
| All | +293.5% | +98.2% | +195.3% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling