+98.8%
JCI vs RACE
+65.0%
+33.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -9.4% | +5.1% | -14.5% | -11.1% |
| 30D | -13.4% | +7.7% | -21.1% | -15.8% |
| 3M | -12.4% | +2.2% | -14.6% | -13.4% |
| 6M | -5.1% | +23.8% | -28.9% | -13.4% |
| YTD | +13.7% | +13.9% | -0.2% | +6.5% |
| 1Y | +11.4% | +3.8% | +7.6% | +8.2% |
| 3Y | +175.9% | +28.0% | +147.8% | +125.6% |
| All | +98.8% | +65.0% | +33.8% | +31.1% |
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