+2,331.5%
JCI vs NI
+5,156.7%
-2,825.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +5.1% | +2.3% | +2.8% | +4.2% |
| 30D | -3.8% | -1.7% | -2.2% | -3.2% |
| 3M | +1.9% | -8.0% | +9.9% | +5.1% |
| 6M | +11.2% | -8.6% | +19.8% | +14.8% |
| YTD | +22.9% | +2.3% | +20.6% | +21.3% |
| 1Y | +37.4% | +6.9% | +30.4% | +33.0% |
| 3Y | +167.8% | +70.6% | +97.3% | +113.6% |
| 5Y | +115.0% | +96.4% | +18.7% | +60.7% |
| 10Y | +325.3% | +136.1% | +189.2% | +183.9% |
| All | +2,331.5% | +5,156.7% | -2,825.2% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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