+99.9%
JCI vs RACE
+62.4%
+37.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.6% |
| 7D | +8.4% | -4.0% | +12.4% | +10.0% |
| 30D | -8.9% | +3.5% | -12.4% | -10.2% |
| 3M | -6.4% | -0.4% | -6.0% | -6.7% |
| 6M | +1.6% | +23.2% | -21.5% | -7.1% |
| YTD | +20.1% | +11.0% | +9.1% | +13.5% |
| 1Y | +17.2% | -2.2% | +19.5% | +16.5% |
| 3Y | +190.7% | +22.5% | +168.2% | +142.0% |
| 5Y | +99.9% | +63.2% | +36.7% | +33.0% |
| All | +99.9% | +62.4% | +37.5% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling