+186.7%
JCI vs P
+197.6%
-10.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -1.9% |
| 7D | +3.2% | +11.6% | -8.4% | +0.9% |
| 30D | -8.6% | -23.7% | +15.1% | -4.0% |
| 3M | -7.7% | -8.0% | +0.2% | -6.8% |
| 6M | -2.6% | +27.9% | -30.5% | -8.3% |
| YTD | +17.4% | +61.2% | -43.8% | +5.1% |
| 1Y | +16.9% | +28.6% | -11.7% | +7.5% |
| 3Y | +186.7% | +200.5% | -13.7% | +128.5% |
| All | +186.7% | +197.6% | -10.8% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling