+116.9%
JCI vs ES
-5.6%
+122.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -5.7% | -2.0% | -3.7% | -5.2% |
| 3M | -1.4% | +1.7% | -3.1% | -2.1% |
| 6M | +4.1% | -3.5% | +7.7% | +4.7% |
| YTD | +21.7% | +7.9% | +13.8% | +18.7% |
| 1Y | +36.1% | +17.2% | +19.0% | +28.7% |
| 3Y | +154.4% | +29.3% | +125.1% | +127.3% |
| All | +116.9% | -5.6% | +122.5% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling