+110.3%
JCI vs EXE
+100.7%
+9.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +4.1% | -2.7% | +6.8% | +4.6% |
| 30D | -3.8% | -0.4% | -3.5% | -3.8% |
| 3M | -1.6% | +9.5% | -11.1% | -3.5% |
| 6M | +9.5% | -9.3% | +18.9% | +11.2% |
| YTD | +21.7% | -10.9% | +32.6% | +23.7% |
| 1Y | +37.1% | +4.3% | +32.8% | +34.2% |
| 3Y | +165.2% | +18.8% | +146.4% | +151.4% |
| 5Y | +110.3% | +101.4% | +8.9% | +89.8% |
| All | +110.3% | +100.7% | +9.6% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling