+36.1%
JCI vs EW
+11.0%
+25.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | -5.7% | +1.0% | -6.7% | -5.7% |
| 3M | -1.4% | +2.8% | -4.2% | -1.7% |
| 6M | +4.1% | +5.5% | -1.4% | +3.3% |
| YTD | +21.7% | +5.5% | +16.3% | +20.4% |
| 1Y | +36.1% | +11.0% | +25.1% | +35.8% |
| All | +36.1% | +11.0% | +25.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling