+27.7%
JCI vs EW
+19.7%
+8.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.4% | -10.6% | -6.4% |
| 7D | -10.7% | +8.3% | -19.0% | -11.0% |
| 30D | -10.4% | +13.9% | -24.3% | -11.0% |
| 3M | -8.3% | +10.9% | -19.2% | -8.7% |
| 6M | -2.1% | +19.2% | -21.4% | -3.5% |
| YTD | +18.4% | +16.6% | +1.8% | +16.4% |
| 1Y | +27.7% | +18.1% | +9.6% | +25.4% |
| All | +27.7% | +19.7% | +8.0% | +25.4% |
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