+2,687.4%
JCI vs JBL
+42,879.2%
-40,191.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +5.1% | +4.4% | +0.7% | +4.3% |
| 30D | -3.8% | -8.4% | +4.6% | -2.3% |
| 3M | +1.9% | -14.2% | +16.1% | +4.7% |
| 6M | +11.2% | +29.6% | -18.4% | +5.5% |
| YTD | +22.9% | +37.1% | -14.1% | +15.2% |
| 1Y | +37.4% | +49.5% | -12.1% | +26.3% |
| 3Y | +167.8% | +192.7% | -24.8% | +113.5% |
| 5Y | +115.0% | +411.3% | -296.3% | +54.2% |
| 10Y | +325.3% | +1,447.6% | -1,122.3% | +147.1% |
| All | +2,687.4% | +42,879.2% | -40,191.8% | +1,125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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