+37.1%
JCI vs EXPE
+26.5%
+10.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +4.1% | -11.5% | +15.6% | +4.0% |
| 30D | -3.8% | -13.1% | +9.2% | -3.9% |
| 3M | -1.6% | +18.1% | -19.8% | -2.2% |
| 6M | +9.5% | +13.3% | -3.7% | +8.8% |
| YTD | +21.7% | -3.2% | +25.0% | +22.1% |
| 1Y | +37.1% | +26.1% | +11.0% | +34.5% |
| All | +37.1% | +26.5% | +10.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling