+19.6%
JCI vs RACE
+0.7%
+19.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.9% | -3.9% | +6.8% | +3.4% |
| 30D | -6.9% | +6.8% | -13.8% | -7.8% |
| 3M | -6.3% | +1.3% | -7.6% | -6.5% |
| 6M | +2.6% | +26.3% | -23.7% | -2.2% |
| YTD | +21.8% | +13.8% | +8.0% | +18.3% |
| 1Y | +19.6% | -0.5% | +20.1% | +17.2% |
| All | +19.6% | +0.7% | +19.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling