+2,307.7%
JCI vs RRC
+1,202.2%
+1,105.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | -5.7% | +10.1% | -15.8% | -6.6% |
| 3M | -1.4% | +4.0% | -5.4% | -2.0% |
| 6M | +4.1% | +1.6% | +2.5% | +3.7% |
| YTD | +21.7% | +19.7% | +2.0% | +19.0% |
| 1Y | +36.1% | +21.4% | +14.7% | +32.6% |
| 3Y | +154.4% | +29.7% | +124.8% | +144.9% |
| 5Y | +112.0% | +153.9% | -41.8% | +86.5% |
| 10Y | +322.2% | +10.8% | +311.4% | +264.5% |
| All | +2,307.7% | +1,202.2% | +1,105.5% | +1,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling