+509.6%
JCI vs NRG
+1,537.4%
-1,027.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | 0.0% |
| 7D | +4.1% | +3.9% | +0.2% | +3.0% |
| 30D | -3.8% | -3.0% | -0.9% | -3.2% |
| 3M | -1.6% | -10.9% | +9.3% | +0.3% |
| 6M | +9.5% | -25.3% | +34.8% | +16.6% |
| YTD | +21.7% | -26.8% | +48.6% | +29.7% |
| 1Y | +37.1% | -23.3% | +60.4% | +43.6% |
| 3Y | +165.2% | +208.6% | -43.4% | +82.5% |
| 5Y | +110.3% | +194.1% | -83.8% | +44.0% |
| 10Y | +341.0% | +1,123.6% | -782.6% | +95.0% |
| All | +509.6% | +1,537.4% | -1,027.7% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling