+197.2%
JCI vs EXE
+165.2%
+32.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +3.2% | +5.3% | -2.1% | +2.2% |
| 30D | -8.6% | -2.2% | -6.4% | -8.2% |
| 3M | -7.7% | -5.9% | -1.9% | -6.8% |
| 6M | -2.6% | -5.7% | +3.1% | -1.9% |
| YTD | +17.4% | -17.8% | +35.2% | +20.9% |
| 1Y | +16.9% | -23.1% | +40.0% | +21.8% |
| 3Y | +186.7% | +21.2% | +165.6% | +171.9% |
| 5Y | +95.4% | +78.8% | +16.6% | +77.6% |
| All | +197.2% | +165.2% | +32.0% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling