+193.4%
JCI vs RUN
-8.5%
+201.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.6% | -1.1% |
| 7D | +8.4% | -13.7% | +22.1% | +9.3% |
| 30D | -8.9% | +9.4% | -18.3% | -9.6% |
| 3M | -6.4% | -13.4% | +7.0% | -6.0% |
| 6M | +1.6% | -39.6% | +41.2% | +4.0% |
| YTD | +20.1% | -53.7% | +73.8% | +23.2% |
| 1Y | +17.2% | -56.2% | +73.4% | +20.5% |
| All | +193.4% | -8.5% | +201.9% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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