+115.0%
JCI vs EW
-28.5%
+143.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.7% |
| 7D | +5.1% | -4.4% | +9.5% | +6.1% |
| 30D | -3.8% | -3.3% | -0.5% | -3.2% |
| 3M | +1.9% | +1.0% | +0.9% | +1.5% |
| 6M | +11.2% | +6.2% | +5.0% | +9.3% |
| YTD | +22.9% | +1.7% | +21.2% | +21.8% |
| 1Y | +37.4% | +8.1% | +29.3% | +34.1% |
| 3Y | +167.8% | +17.1% | +150.8% | +146.8% |
| 5Y | +115.0% | -29.4% | +144.4% | +130.5% |
| All | +115.0% | -28.5% | +143.5% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling