+307.6%
JCI vs RF
+241.0%
+66.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +2.9% | -1.3% | +4.2% | +3.6% |
| 30D | -6.9% | +4.6% | -11.6% | -8.8% |
| 3M | -6.3% | -8.4% | +2.2% | -3.0% |
| 6M | +2.6% | +8.9% | -6.3% | -1.5% |
| YTD | +21.8% | +8.8% | +13.0% | +16.5% |
| 1Y | +19.6% | +18.9% | +0.7% | +10.1% |
| 3Y | +194.9% | +116.0% | +79.0% | +108.8% |
| 5Y | +108.1% | +46.0% | +62.1% | +68.4% |
| 10Y | +307.6% | +231.7% | +75.9% | +133.4% |
| All | +307.6% | +241.0% | +66.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling