+166.0%
JCI vs EVRG
+71.7%
+94.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -1.6% | -0.5% | -1.2% | -1.8% |
| 6M | +9.5% | +0.2% | +9.3% | +9.1% |
| YTD | +21.7% | +14.9% | +6.8% | +16.4% |
| 1Y | +37.1% | +18.2% | +18.9% | +29.7% |
| All | +166.0% | +71.7% | +94.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 3y: compounded portfolio wealth divided by compounded EVRG 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…
3y analysis · Full analysis span regression · 6 months rolling