+325.3%
JCI vs ES
+85.1%
+240.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.1% | +1.4% | +3.7% | +4.7% |
| 30D | -3.8% | -1.2% | -2.7% | -3.5% |
| 3M | +1.9% | +5.0% | -3.1% | +0.1% |
| 6M | +11.2% | -2.8% | +14.0% | +11.7% |
| YTD | +22.9% | +8.6% | +14.4% | +19.1% |
| 1Y | +37.4% | +18.9% | +18.4% | +28.2% |
| 3Y | +167.8% | +32.1% | +135.7% | +135.2% |
| 5Y | +115.0% | -5.1% | +120.1% | +111.7% |
| 10Y | +325.3% | +84.2% | +241.1% | +262.7% |
| All | +325.3% | +85.1% | +240.2% | +262.7% |
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