+352.5%
JCI vs EXPE
+727.3%
-374.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.4% | -13.3% | +9.9% | -0.4% |
| 30D | -10.1% | -5.5% | -4.6% | -9.8% |
| 3M | -6.8% | -16.5% | +9.7% | -4.0% |
| 6M | +2.0% | +13.1% | -11.1% | -3.7% |
| YTD | +19.2% | -8.0% | +27.2% | +16.5% |
| 1Y | +16.7% | +1.1% | +15.6% | +11.0% |
| 3Y | +194.3% | +131.2% | +63.2% | +115.6% |
| 5Y | +103.0% | +39.8% | +63.3% | +62.5% |
| 10Y | +301.7% | +118.5% | +183.3% | +158.2% |
| All | +352.5% | +727.3% | -374.8% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling