+462.8%
JCI vs P
+485.4%
-22.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | +3.8% | +6.5% | -2.7% | +2.6% |
| 30D | -5.7% | +18.8% | -24.5% | -8.9% |
| 3M | -1.4% | +26.7% | -28.1% | -6.2% |
| 6M | +4.1% | +62.2% | -58.0% | -5.9% |
| YTD | +21.7% | +48.5% | -26.8% | +11.1% |
| 1Y | +36.1% | +26.4% | +9.7% | +26.1% |
| 3Y | +154.4% | +159.4% | -5.0% | +98.5% |
| 5Y | +112.0% | +275.8% | -163.8% | +51.8% |
| 10Y | +322.2% | +732.0% | -409.8% | +157.7% |
| All | +462.8% | +485.4% | -22.6% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling