+110.3%
JCI vs NOC
+55.2%
+55.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +4.1% | -1.6% | +5.6% | +4.2% |
| 30D | -3.8% | -10.4% | +6.5% | -3.0% |
| 3M | -1.6% | -5.6% | +4.0% | -1.3% |
| 6M | +9.5% | -30.4% | +39.9% | +13.0% |
| YTD | +21.7% | -8.5% | +30.2% | +22.2% |
| 1Y | +37.1% | -8.3% | +45.5% | +37.5% |
| 3Y | +165.2% | +28.2% | +137.0% | +153.0% |
| 5Y | +110.3% | +56.7% | +53.6% | +86.0% |
| All | +110.3% | +55.2% | +55.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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