+103.0%
JCI vs EW
-12.2%
+115.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.3% |
| 7D | -3.4% | +12.3% | -15.7% | -5.7% |
| 30D | -10.1% | +22.9% | -33.0% | -13.9% |
| 3M | -6.8% | +16.7% | -23.5% | -9.8% |
| 6M | +2.0% | +31.0% | -29.0% | -3.9% |
| YTD | +19.2% | +22.8% | -3.6% | +13.6% |
| 1Y | +16.7% | +25.6% | -8.8% | +10.7% |
| 3Y | +194.3% | +62.0% | +132.4% | +151.5% |
| 5Y | +103.0% | -12.8% | +115.8% | +110.6% |
| All | +103.0% | -12.2% | +115.2% | +110.6% |
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