+425.8%
JCI vs P
+469.1%
-43.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.1% |
| 7D | -9.4% | -23.8% | +14.4% | -4.9% |
| 30D | -13.4% | -36.6% | +23.2% | -6.1% |
| 3M | -12.4% | +10.9% | -23.3% | -14.6% |
| 6M | -5.1% | +30.0% | -35.1% | -11.0% |
| YTD | +13.7% | +44.4% | -30.6% | +4.0% |
| 1Y | +11.4% | +3.9% | +7.5% | +6.7% |
| 3Y | +175.9% | +176.6% | -0.7% | +112.3% |
| 5Y | +98.4% | +249.3% | -150.9% | +43.4% |
| 10Y | +311.2% | +726.9% | -415.8% | +151.4% |
| All | +425.8% | +469.1% | -43.4% | +223.8% |
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 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