+293.5%
JCI vs NSC
+296.2%
-2.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | +3.2% | +2.5% | +0.7% | +2.0% |
| 30D | -8.6% | +1.7% | -10.3% | -9.5% |
| 3M | -7.7% | -2.6% | -5.2% | -6.9% |
| 6M | -2.6% | +6.4% | -9.0% | -6.3% |
| YTD | +17.4% | +15.5% | +1.9% | +8.0% |
| 1Y | +16.9% | +17.6% | -0.7% | +6.5% |
| 3Y | +186.7% | +75.0% | +111.8% | +108.1% |
| 5Y | +95.4% | +32.2% | +63.2% | +61.2% |
| All | +293.5% | +296.2% | -2.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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