+344.4%
JCI vs REPL
+35.1%
+309.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.5% |
| 7D | -9.4% | +22.8% | -32.2% | -10.0% |
| 30D | -13.4% | +63.8% | -77.2% | -14.8% |
| 3M | -12.4% | +68.1% | -80.5% | -14.0% |
| 6M | -5.1% | +528.5% | -533.6% | -13.1% |
| YTD | +13.7% | +122.4% | -108.7% | +5.9% |
| 1Y | +11.4% | +154.4% | -142.9% | +3.0% |
| 3Y | +175.9% | +68.0% | +107.9% | +130.6% |
| 5Y | +98.4% | -35.4% | +133.8% | +75.1% |
| All | +344.4% | +35.1% | +309.2% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 all: compounded portfolio wealth divided by compounded REPL 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…
all analysis · Full analysis span regression · 6 months rolling