+116.9%
JCI vs P
+276.6%
-159.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +3.8% | +6.5% | -2.7% | +2.5% |
| 30D | -5.7% | +18.8% | -24.5% | -9.3% |
| 3M | -1.4% | +26.7% | -28.1% | -6.9% |
| 6M | +4.1% | +62.2% | -58.0% | -7.1% |
| YTD | +21.7% | +48.5% | -26.8% | +9.7% |
| 1Y | +36.1% | +26.4% | +9.7% | +24.5% |
| 3Y | +154.4% | +159.4% | -5.0% | +87.5% |
| All | +116.9% | +276.6% | -159.8% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling