+160.7%
JCI vs RF
+86.8%
+73.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | -5.7% | -3.6% | -2.1% | -4.2% |
| 3M | -1.4% | +8.1% | -9.5% | -4.8% |
| 6M | +4.1% | +11.5% | -7.3% | -1.0% |
| YTD | +21.7% | +15.6% | +6.2% | +13.4% |
| 1Y | +36.1% | +15.7% | +20.5% | +26.4% |
| All | +160.7% | +86.8% | +73.9% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling