+201.0%
JCI vs EXE
+161.7%
+39.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 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% | -4.5% |
| 6M | +1.7% | -7.2% | +8.9% | +2.7% |
| YTD | +18.9% | -18.9% | +37.8% | +22.7% |
| 1Y | +16.1% | -21.7% | +37.8% | +20.5% |
| 3Y | +187.8% | +21.0% | +166.8% | +173.1% |
| 5Y | +103.2% | +76.0% | +27.2% | +85.2% |
| All | +201.0% | +161.7% | +39.3% | +161.4% |
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