+376.0%
JCI vs QSR
+206.0%
+170.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +4.1% | -2.4% | +6.4% | +4.9% |
| 30D | -3.8% | +5.7% | -9.5% | -5.9% |
| 3M | -1.6% | +6.9% | -8.6% | -4.5% |
| 6M | +9.5% | +6.9% | +2.7% | +5.9% |
| YTD | +21.7% | +14.9% | +6.8% | +14.2% |
| 1Y | +37.1% | +29.1% | +8.0% | +22.7% |
| 3Y | +165.2% | +26.1% | +139.1% | +136.1% |
| 5Y | +110.3% | +42.3% | +68.0% | +77.8% |
| 10Y | +341.0% | +134.0% | +207.0% | +207.1% |
| All | +376.0% | +206.0% | +170.1% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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