+301.7%
JCI vs P
+748.5%
-446.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.3% | -1.5% | +3.5% |
| 7D | -3.4% | -9.6% | +6.2% | -1.5% |
| 30D | -10.1% | -33.4% | +23.3% | -3.0% |
| 3M | -6.8% | +14.2% | -21.0% | -9.9% |
| 6M | +2.0% | +31.6% | -29.6% | -5.0% |
| YTD | +19.2% | +53.5% | -34.3% | +6.9% |
| 1Y | +16.7% | +14.2% | +2.6% | +9.4% |
| 3Y | +194.3% | +190.5% | +3.8% | +118.9% |
| 5Y | +103.0% | +256.3% | -153.3% | +41.4% |
| 10Y | +301.7% | +707.9% | -406.1% | +133.8% |
| All | +301.7% | +748.5% | -446.8% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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