+115.0%
JCI vs EXPE
+89.5%
+25.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.9% | +2.6% |
| 7D | +5.1% | -9.8% | +14.9% | +7.2% |
| 30D | -3.8% | -11.5% | +7.7% | -1.7% |
| 3M | +1.9% | +21.7% | -19.8% | -3.3% |
| 6M | +11.2% | +10.4% | +0.8% | +7.3% |
| YTD | +22.9% | -2.5% | +25.5% | +20.8% |
| 1Y | +37.4% | +27.3% | +10.0% | +25.0% |
| 3Y | +167.8% | +153.5% | +14.3% | +97.5% |
| 5Y | +115.0% | +91.1% | +24.0% | +57.8% |
| All | +115.0% | +89.5% | +25.6% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling