+341.0%
JCI vs EW
+121.7%
+219.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +4.1% | -5.1% | +9.2% | +5.4% |
| 30D | -3.8% | -6.4% | +2.5% | -2.3% |
| 3M | -1.6% | -1.6% | -0.1% | -1.5% |
| 6M | +9.5% | +2.3% | +7.2% | +8.4% |
| YTD | +21.7% | +1.1% | +20.6% | +20.6% |
| 1Y | +37.1% | +8.0% | +29.1% | +33.4% |
| 3Y | +165.2% | +16.3% | +148.8% | +143.5% |
| 5Y | +110.3% | -29.4% | +139.7% | +118.8% |
| 10Y | +341.0% | +125.6% | +215.4% | +248.1% |
| All | +341.0% | +121.7% | +219.3% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling