+115.0%
JCI vs RRC
+153.5%
-38.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | -3.8% | +9.4% | -13.3% | -5.3% |
| 3M | +1.9% | +7.4% | -5.5% | +0.4% |
| 6M | +11.2% | +1.5% | +9.7% | +10.4% |
| YTD | +22.9% | +19.4% | +3.6% | +18.3% |
| 1Y | +37.4% | +24.2% | +13.2% | +30.6% |
| 3Y | +167.8% | +32.8% | +135.0% | +149.6% |
| 5Y | +115.0% | +152.9% | -37.9% | +87.1% |
| All | +115.0% | +153.5% | -38.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling