+179.8%
JCI vs EW
+8,084.4%
-7,904.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.9% | +9.3% | -15.1% | -7.8% |
| 30D | -10.4% | +22.1% | -32.4% | -14.4% |
| 3M | -6.1% | +13.0% | -19.1% | -8.9% |
| 6M | +1.7% | +30.1% | -28.4% | -4.6% |
| YTD | +18.9% | +22.0% | -3.1% | +12.8% |
| 1Y | +16.1% | +23.7% | -7.6% | +9.8% |
| 3Y | +187.8% | +62.0% | +125.8% | +148.2% |
| 5Y | +103.2% | -12.4% | +115.6% | +98.8% |
| 10Y | +288.2% | +236.1% | +52.1% | +175.0% |
| All | +179.8% | +8,084.4% | -7,904.6% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling