+116.9%
JCI vs RACE
+93.6%
+23.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +3.8% | -2.5% | +6.4% | +4.7% |
| 30D | -5.7% | +0.8% | -6.4% | -6.1% |
| 3M | -1.4% | +17.2% | -18.6% | -7.6% |
| 6M | +4.1% | +13.6% | -9.4% | -1.7% |
| YTD | +21.7% | +12.2% | +9.5% | +14.9% |
| 1Y | +36.1% | -16.3% | +52.4% | +43.4% |
| 3Y | +154.4% | +36.4% | +118.0% | +100.6% |
| All | +116.9% | +93.6% | +23.3% | +34.7% |
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