+340.5%
JCI vs NYT
+489.9%
-149.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -4.4% | +4.6% | -9.0% | -5.4% |
| 3M | +1.7% | -9.6% | +11.3% | +3.3% |
| 6M | +8.8% | -14.0% | +22.8% | +11.4% |
| YTD | +22.6% | -2.8% | +25.5% | +21.5% |
| 1Y | +36.2% | +15.6% | +20.6% | +28.9% |
| 3Y | +168.0% | +56.3% | +111.7% | +130.2% |
| 5Y | +113.5% | +39.5% | +73.9% | +83.3% |
| All | +340.5% | +489.9% | -149.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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