+126.3%
JCI vs S
-49.1%
+175.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -5.9% | +1.4% | -7.2% | -6.0% |
| 30D | -10.4% | -10.8% | +0.4% | -9.4% |
| 3M | -6.1% | +5.4% | -11.5% | -7.1% |
| 6M | +1.7% | +41.2% | -39.5% | -3.0% |
| YTD | +18.9% | +56.2% | -37.3% | +11.3% |
| 1Y | +16.1% | +36.3% | -20.2% | +10.3% |
| 3Y | +187.8% | +49.4% | +138.4% | +166.6% |
| 5Y | +103.2% | -66.9% | +170.1% | +104.9% |
| All | +126.3% | -49.1% | +175.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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