+114.4%
JCI vs NYT
+38.8%
+75.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 6M | +8.8% | -14.0% | +22.8% | +11.4% |
| YTD | +22.6% | -2.8% | +25.5% | +21.1% |
| 1Y | +36.2% | +15.6% | +20.6% | +27.7% |
| 3Y | +168.0% | +56.3% | +111.7% | +122.2% |
| All | +114.4% | +38.8% | +75.6% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling