+27.7%
JCI vs Q
+19.7%
+8.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.2% |
| 7D | -10.7% | -3.3% | -7.4% | -9.7% |
| 30D | -10.4% | -9.7% | -0.7% | -7.7% |
| 3M | -8.3% | -16.1% | +7.8% | -3.8% |
| 6M | -2.1% | -15.7% | +13.6% | +2.3% |
| YTD | +18.4% | +45.7% | -27.4% | +14.6% |
| 1Y | +27.7% | +18.0% | +9.6% | +26.3% |
| All | +27.7% | +19.7% | +8.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling