+301.7%
JCI vs RF
+277.2%
+24.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -10.1% | +7.0% | -17.2% | -12.7% |
| 3M | -6.8% | -7.0% | +0.2% | -4.1% |
| 6M | +2.0% | +6.8% | -4.8% | -1.3% |
| YTD | +19.2% | +9.9% | +9.3% | +13.5% |
| 1Y | +16.7% | +21.1% | -4.4% | +6.6% |
| 3Y | +194.3% | +119.6% | +74.7% | +106.9% |
| 5Y | +103.0% | +46.2% | +56.9% | +64.2% |
| 10Y | +301.7% | +261.5% | +40.2% | +122.4% |
| All | +301.7% | +277.2% | +24.5% | +122.4% |
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