+340.5%
JCI vs NRG
+1,083.9%
-743.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +0.7% | -4.7% | +5.4% | +2.0% |
| 30D | -4.4% | -6.0% | +1.5% | -3.0% |
| 3M | +1.7% | -8.0% | +9.6% | +2.6% |
| 6M | +8.8% | -23.2% | +32.0% | +14.9% |
| YTD | +22.6% | -28.1% | +50.7% | +31.2% |
| 1Y | +36.2% | -27.3% | +63.5% | +44.7% |
| 3Y | +168.0% | +208.7% | -40.6% | +83.5% |
| 5Y | +113.5% | +197.7% | -84.2% | +45.0% |
| All | +340.5% | +1,083.9% | -743.5% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling