+307.6%
JCI vs RACE
+741.5%
-433.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.9% | -3.9% | +6.8% | +4.4% |
| 30D | -6.9% | +6.8% | -13.8% | -9.4% |
| 3M | -6.3% | +1.3% | -7.6% | -7.2% |
| 6M | +2.6% | +26.3% | -23.7% | -7.3% |
| YTD | +21.8% | +13.8% | +8.0% | +13.7% |
| 1Y | +19.6% | -0.5% | +20.1% | +17.7% |
| 3Y | +194.9% | +25.6% | +169.3% | +151.6% |
| 5Y | +108.1% | +67.6% | +40.5% | +52.5% |
| 10Y | +307.6% | +724.7% | -417.0% | +79.0% |
| All | +307.6% | +741.5% | -433.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling