+208.3%
JCI vs EXE
+191.4%
+16.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -5.7% | +8.5% | -14.1% | -7.1% |
| 3M | -1.4% | +5.5% | -6.9% | -2.5% |
| 6M | +4.1% | -5.9% | +10.0% | +5.0% |
| YTD | +21.7% | -9.7% | +31.5% | +23.4% |
| 1Y | +36.1% | +3.6% | +32.6% | +33.6% |
| 3Y | +154.4% | +18.0% | +136.4% | +141.9% |
| 5Y | +112.0% | +109.4% | +2.6% | +87.8% |
| All | +208.3% | +191.4% | +16.9% | +162.8% |
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 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