+288.2%
JCI vs RF
+248.4%
+39.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -10.4% | +6.2% | -16.5% | -12.7% |
| 3M | -6.1% | -7.8% | +1.8% | -3.0% |
| 6M | +1.7% | +5.9% | -4.2% | -1.3% |
| YTD | +18.9% | +9.0% | +9.8% | +13.6% |
| 1Y | +16.1% | +19.3% | -3.1% | +6.8% |
| 3Y | +187.8% | +116.4% | +71.4% | +103.7% |
| 5Y | +103.2% | +46.0% | +57.2% | +64.4% |
| 10Y | +288.2% | +239.8% | +48.4% | +123.8% |
| All | +288.2% | +248.4% | +39.8% | +123.8% |
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