+190.4%
JCI vs EXE
+19.4%
+171.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -5.9% | -2.2% | -3.7% | -5.4% |
| 30D | -10.4% | -0.3% | -10.0% | -10.3% |
| 3M | -6.1% | -9.3% | +3.2% | -4.2% |
| 6M | +1.7% | -7.2% | +8.9% | +2.9% |
| YTD | +18.9% | -18.9% | +37.8% | +23.9% |
| 1Y | +16.1% | -21.7% | +37.8% | +21.9% |
| All | +190.4% | +19.4% | +171.0% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling