+118.4%
JCI vs FRSH
-72.4%
+190.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +4.1% | -9.6% | +13.6% | +5.2% |
| 30D | -3.8% | -0.4% | -3.4% | -4.0% |
| 3M | -1.6% | +27.2% | -28.8% | -4.8% |
| 6M | +9.5% | +42.2% | -32.7% | +3.9% |
| YTD | +21.7% | -2.6% | +24.3% | +20.8% |
| 1Y | +37.1% | -10.2% | +47.3% | +37.4% |
| 3Y | +165.2% | -45.5% | +210.7% | +177.6% |
| All | +118.4% | -72.4% | +190.8% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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