+186.6%
JCI vs EW
+6,974.1%
-6,787.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | -5.7% | +1.0% | -6.7% | -5.9% |
| 3M | -1.4% | +2.8% | -4.2% | -2.2% |
| 6M | +4.1% | +5.5% | -1.4% | +2.5% |
| YTD | +21.7% | +5.5% | +16.3% | +19.6% |
| 1Y | +36.1% | +11.0% | +25.1% | +32.0% |
| 3Y | +154.4% | +17.7% | +136.7% | +136.3% |
| 5Y | +112.0% | -25.7% | +137.8% | +115.6% |
| 10Y | +322.2% | +132.8% | +189.4% | +223.0% |
| All | +186.6% | +6,974.1% | -6,787.5% | +4.2% |
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